+409.6%
VUG vs ROST
+308.3%
+101.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.9% | -2.5% | +0.6% | -1.0% |
| 30D | -1.6% | -10.3% | +8.7% | +2.0% |
| 3M | +4.4% | -2.6% | +7.0% | +4.9% |
| 6M | +13.2% | +6.5% | +6.7% | +9.8% |
| YTD | +7.5% | +25.9% | -18.4% | -2.0% |
| 1Y | +12.5% | +52.3% | -39.9% | -4.4% |
| 3Y | +86.0% | +94.6% | -8.6% | +43.1% |
| 5Y | +76.5% | +111.1% | -34.6% | +28.1% |
| All | +409.6% | +308.3% | +101.3% | +205.7% |
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