+125.6%
EW vs ROST
+299.2%
-173.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | 0.0% |
| 7D | -5.1% | -2.2% | -2.9% | -4.4% |
| 30D | -6.4% | -11.4% | +5.1% | -2.6% |
| 3M | -1.6% | -1.6% | +0.1% | -1.5% |
| 6M | +2.3% | +6.8% | -4.5% | -0.7% |
| YTD | +1.1% | +25.8% | -24.7% | -7.3% |
| 1Y | +8.0% | +52.4% | -44.4% | -7.4% |
| 3Y | +16.3% | +94.4% | -78.0% | -9.7% |
| 5Y | -29.4% | +108.2% | -137.6% | -48.1% |
| 10Y | +125.6% | +308.5% | -182.9% | +26.0% |
| All | +125.6% | +299.2% | -173.6% | +26.0% |
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 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