+641.9%
VST vs ROST
+118.3%
+523.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.5% |
| 7D | +10.9% | -1.8% | +12.8% | +11.5% |
| 30D | -15.6% | +6.8% | -22.4% | -17.6% |
| 3M | -7.8% | -4.0% | -3.8% | -7.1% |
| 6M | -12.0% | +12.9% | -24.9% | -16.3% |
| YTD | -16.9% | +34.7% | -51.7% | -25.7% |
| 1Y | -25.1% | +49.5% | -74.6% | -35.5% |
| 3Y | +297.1% | +101.5% | +195.6% | +209.8% |
| 5Y | +641.9% | +120.7% | +521.2% | +443.3% |
| All | +641.9% | +118.3% | +523.6% | +443.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling