+373.4%
VST vs ROST
+95.5%
+278.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | +0.9% | +8.0% | +8.5% |
| 30D | +6.2% | -8.9% | +15.1% | +10.0% |
| 3M | -2.7% | -0.8% | -1.9% | -3.1% |
| 6M | -8.4% | +8.5% | -16.8% | -12.9% |
| YTD | -7.2% | +28.6% | -35.8% | -18.7% |
| 1Y | -20.9% | +52.3% | -73.2% | -36.8% |
| All | +373.4% | +95.5% | +278.0% | +225.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling