+402.8%
VUG vs ROST
+300.7%
+102.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.1% |
| 7D | +2.5% | +0.3% | +2.3% | +2.4% |
| 30D | -6.3% | +0.5% | -6.8% | -6.5% |
| 3M | -6.0% | -5.2% | -0.8% | -4.6% |
| 6M | -3.5% | +9.8% | -13.4% | -7.5% |
| YTD | +3.9% | +29.4% | -25.5% | -6.3% |
| 1Y | +5.1% | +44.4% | -39.3% | -9.0% |
| 3Y | +77.9% | +95.0% | -17.1% | +36.7% |
| 5Y | +62.4% | +111.9% | -49.5% | +17.7% |
| All | +402.8% | +300.7% | +102.2% | +209.1% |
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