+297.8%
VTI vs ROST
+317.9%
-20.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -1.4% | -6.9% | +5.4% | +0.8% |
| 3M | +3.6% | -3.3% | +6.9% | +4.4% |
| 6M | +13.6% | +9.0% | +4.6% | +9.5% |
| YTD | +12.9% | +28.9% | -15.9% | +2.5% |
| 1Y | +17.2% | +54.0% | -36.8% | -0.2% |
| 3Y | +75.7% | +100.7% | -25.0% | +34.7% |
| 5Y | +75.4% | +116.0% | -40.6% | +27.2% |
| All | +297.8% | +317.9% | -20.1% | +135.7% |
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