+856.1%
EEM vs ROST
+6,269.7%
-5,413.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +4.9% | -10.0% | +14.8% | +8.9% |
| 3M | +5.2% | +1.2% | +4.0% | +4.2% |
| 6M | +20.7% | +8.9% | +11.8% | +15.7% |
| YTD | +26.5% | +28.1% | -1.6% | +13.7% |
| 1Y | +37.8% | +53.0% | -15.1% | +15.4% |
| 3Y | +91.0% | +97.9% | -6.9% | +41.7% |
| 5Y | +47.0% | +112.0% | -64.9% | +1.3% |
| 10Y | +125.6% | +303.0% | -177.4% | +5.3% |
| All | +856.1% | +6,269.7% | -5,413.6% | +17.3% |
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