+25.5%
VZ vs ROST
+111.8%
-86.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.1% | +0.9% | -0.9% | 0.0% |
| 30D | +7.9% | -8.9% | +16.8% | +8.9% |
| 3M | +13.6% | -0.8% | +14.5% | +13.7% |
| 6M | +1.1% | +8.5% | -7.4% | +0.1% |
| YTD | +29.3% | +28.6% | +0.7% | +25.7% |
| 1Y | +21.2% | +52.3% | -31.1% | +15.7% |
| 3Y | +75.9% | +94.8% | -18.9% | +62.5% |
| All | +25.5% | +111.8% | -86.3% | +14.1% |
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 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