+142.8%
EFA vs ROST
+317.9%
-175.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.3% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -1.7% | -6.9% | +5.2% | +0.2% |
| 3M | +3.5% | -3.3% | +6.8% | +4.2% |
| 6M | +9.5% | +9.0% | +0.4% | +6.3% |
| YTD | +12.9% | +28.9% | -16.0% | +4.5% |
| 1Y | +18.2% | +54.0% | -35.8% | +3.9% |
| 3Y | +64.8% | +100.7% | -35.9% | +32.6% |
| 5Y | +53.9% | +116.0% | -62.1% | +18.0% |
| All | +142.8% | +317.9% | -175.1% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling