+1,250.4%
VUG vs ROST
+4,040.5%
-2,790.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | -0.3% | -8.9% | +8.6% | +2.9% |
| 3M | -0.7% | -0.8% | +0.1% | -0.8% |
| 6M | +14.6% | +8.5% | +6.1% | +10.4% |
| YTD | +9.0% | +28.6% | -19.6% | -1.4% |
| 1Y | +14.9% | +52.3% | -37.5% | -2.6% |
| 3Y | +86.0% | +94.8% | -8.8% | +42.8% |
| 5Y | +76.7% | +110.8% | -34.1% | +28.2% |
| 10Y | +411.3% | +304.5% | +106.8% | +174.9% |
| All | +1,250.4% | +4,040.5% | -2,790.0% | +186.4% |
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