+746.2%
EEM vs ROST
+6,335.6%
-5,589.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.5% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -5.4% | +0.5% | -5.9% | -5.7% |
| 3M | -8.6% | -5.2% | -3.4% | -7.2% |
| 6M | -8.9% | +9.8% | -18.7% | -13.1% |
| YTD | +11.9% | +29.4% | -17.5% | 0.0% |
| 1Y | +13.1% | +44.4% | -31.3% | -3.4% |
| 3Y | +70.7% | +95.0% | -24.3% | +27.1% |
| 5Y | +31.8% | +111.9% | -80.1% | -9.1% |
| 10Y | +119.5% | +301.2% | -181.7% | +2.5% |
| All | +746.2% | +6,335.6% | -5,589.4% | +3.1% |
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 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