+76.3%
VUG vs ROST
+111.1%
-34.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.9% | +0.2% | +0.6% | +0.8% |
| 30D | -1.4% | -10.0% | +8.6% | +2.3% |
| 3M | +2.3% | +1.2% | +1.1% | +1.4% |
| 6M | +15.7% | +8.9% | +6.7% | +10.9% |
| YTD | +8.6% | +28.1% | -19.4% | -2.5% |
| 1Y | +14.1% | +53.0% | -38.9% | -4.9% |
| 3Y | +87.9% | +97.9% | -10.0% | +38.9% |
| 5Y | +76.3% | +112.0% | -35.7% | +19.2% |
| All | +76.3% | +111.1% | -34.8% | +19.2% |
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