+897.3%
VST vs ROST
+303.5%
+593.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.3% | -1.9% | -4.7% |
| 7D | -19.9% | +1.3% | -21.2% | -20.5% |
| 30D | -29.7% | +4.9% | -34.6% | -31.3% |
| 3M | -19.6% | -6.9% | -12.6% | -18.1% |
| 6M | -29.4% | +3.8% | -33.2% | -31.4% |
| YTD | -29.7% | +31.4% | -61.1% | -37.6% |
| 1Y | -40.0% | +46.2% | -86.3% | -49.0% |
| 3Y | +231.0% | +99.8% | +131.2% | +149.5% |
| 5Y | +500.1% | +107.6% | +392.4% | +331.9% |
| 10Y | +1,004.2% | +322.2% | +682.0% | +519.3% |
| All | +897.3% | +303.5% | +593.8% | +459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling