+1,199.2%
VUG vs ROST
+4,166.2%
-2,967.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.3% |
| 7D | +4.4% | +0.9% | +3.5% | +4.1% |
| 30D | -7.3% | +5.1% | -12.5% | -9.1% |
| 3M | -4.2% | -4.3% | 0.0% | -3.1% |
| 6M | -1.6% | +9.4% | -11.0% | -5.6% |
| YTD | +4.9% | +32.5% | -27.6% | -6.3% |
| 1Y | +3.8% | +46.9% | -43.1% | -10.8% |
| 3Y | +79.4% | +98.1% | -18.7% | +36.7% |
| 5Y | +63.9% | +116.9% | -53.0% | +17.7% |
| 10Y | +404.0% | +310.9% | +93.2% | +169.1% |
| All | +1,199.2% | +4,166.2% | -2,967.0% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling