+908.7%
VZ vs ROST
+70,444.2%
-69,535.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.7% |
| 7D | +2.1% | +1.2% | +0.9% | +2.0% |
| 30D | +1.4% | +2.5% | -1.1% | +1.0% |
| 3M | -1.3% | -9.0% | +7.7% | -0.2% |
| 6M | -0.5% | +1.3% | -1.9% | -0.9% |
| YTD | +19.6% | +29.1% | -9.4% | +15.5% |
| 1Y | +22.4% | +45.4% | -23.0% | +16.3% |
| 3Y | +55.9% | +94.9% | -39.0% | +41.9% |
| 5Y | +20.4% | +104.0% | -83.6% | +7.4% |
| 10Y | +66.9% | +314.8% | -247.9% | +32.6% |
| All | +908.7% | +70,444.2% | -69,535.5% | +403.8% |
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