+52.4%
EFA vs ROST
+107.5%
-55.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | -2.2% | -10.3% | +8.0% | +0.4% |
| 3M | +5.7% | -2.6% | +8.3% | +6.1% |
| 6M | +8.2% | +6.5% | +1.6% | +5.9% |
| YTD | +11.8% | +25.9% | -14.2% | +4.7% |
| 1Y | +18.3% | +52.3% | -34.1% | +5.4% |
| 3Y | +64.9% | +94.6% | -29.6% | +36.1% |
| 5Y | +52.4% | +111.1% | -58.7% | +19.0% |
| All | +52.4% | +107.5% | -55.1% | +19.0% |
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