+769.3%
VST vs ROST
+111.8%
+657.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | +0.9% | +8.0% | +8.6% |
| 30D | +6.2% | -8.9% | +15.1% | +9.2% |
| 3M | -2.7% | -0.8% | -1.9% | -3.0% |
| 6M | -8.4% | +8.5% | -16.8% | -11.5% |
| YTD | -7.2% | +28.6% | -35.8% | -15.4% |
| 1Y | -20.9% | +52.3% | -73.2% | -32.1% |
| 3Y | +384.0% | +94.8% | +289.1% | +284.2% |
| All | +769.3% | +111.8% | +657.6% | +541.9% |
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