+55.2%
EWT vs ROST
+54.7%
+0.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -1.7% |
| 7D | -10.9% | +7.8% | -18.7% | -11.5% |
| 30D | -17.7% | +8.6% | -26.3% | -18.4% |
| 3M | -5.0% | -1.9% | -3.1% | -4.5% |
| 6M | +7.4% | +9.1% | -1.8% | +5.4% |
| YTD | +52.8% | +37.2% | +15.6% | +43.9% |
| 1Y | +55.2% | +52.7% | +2.5% | +44.6% |
| All | +55.2% | +54.7% | +0.5% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling