+461.4%
BE vs ROST
+111.4%
+350.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.9% |
| 7D | -13.4% | +3.2% | -16.5% | -14.9% |
| 30D | -33.9% | +7.4% | -41.3% | -36.8% |
| 3M | -12.0% | -6.1% | -5.9% | -9.1% |
| 6M | -29.0% | +6.2% | -35.2% | -33.5% |
| YTD | +113.4% | +33.4% | +79.9% | +73.5% |
| 1Y | +33.2% | +48.8% | -15.6% | 0.0% |
| 3Y | +1,659.2% | +99.5% | +1,559.7% | +945.3% |
| 5Y | +461.4% | +112.7% | +348.7% | +190.0% |
| All | +461.4% | +111.4% | +350.0% | +190.0% |
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