+1,164.9%
VST vs ROST
+300.7%
+864.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.3% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | -12.4% | +0.5% | -12.9% | -13.0% |
| 3M | -9.0% | -5.2% | -3.8% | -8.0% |
| 6M | -6.4% | +9.8% | -16.3% | -10.9% |
| YTD | -17.2% | +29.4% | -46.6% | -26.1% |
| 1Y | -22.0% | +44.4% | -66.4% | -33.4% |
| 3Y | +296.7% | +95.0% | +201.7% | +201.5% |
| 5Y | +637.6% | +111.9% | +525.7% | +426.3% |
| All | +1,164.9% | +300.7% | +864.2% | +649.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling