+387.6%
EFA vs ROST
+7,616.9%
-7,229.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.6% |
| 7D | -0.5% | -2.2% | +1.8% | +0.2% |
| 30D | -1.3% | -11.4% | +10.1% | +2.4% |
| 3M | +5.2% | -1.6% | +6.8% | +5.4% |
| 6M | +9.4% | +6.8% | +2.5% | +6.4% |
| YTD | +12.7% | +25.8% | -13.1% | +4.1% |
| 1Y | +19.3% | +52.4% | -33.1% | +3.4% |
| 3Y | +66.3% | +94.4% | -28.0% | +31.6% |
| 5Y | +53.4% | +108.2% | -54.9% | +14.8% |
| 10Y | +144.4% | +308.5% | -164.1% | +36.9% |
| All | +387.6% | +7,616.9% | -7,229.4% | -3.5% |
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