+43.6%
EEM vs ROST
+107.5%
-64.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.7% | -2.5% | +1.8% | -0.2% |
| 30D | +2.4% | -10.3% | +12.7% | +4.8% |
| 3M | +4.2% | -2.6% | +6.7% | +4.5% |
| 6M | +14.8% | +6.5% | +8.2% | +12.5% |
| YTD | +23.1% | +25.9% | -2.8% | +16.0% |
| 1Y | +32.5% | +52.3% | -19.8% | +19.4% |
| 3Y | +85.9% | +94.6% | -8.7% | +56.7% |
| 5Y | +43.6% | +111.1% | -67.5% | +14.0% |
| All | +43.6% | +107.5% | -64.0% | +14.0% |
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