-1.6%
VUG vs ROST
+10.9%
-12.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.1% |
| 7D | +4.4% | +0.9% | +3.5% | +4.3% |
| 30D | -7.3% | +5.1% | -12.5% | -7.3% |
| 3M | -4.2% | -4.3% | 0.0% | -4.1% |
| 6M | -1.6% | +9.4% | -11.0% | -1.1% |
| All | -1.6% | +10.9% | -12.5% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling