+97.9%
EWT vs ROST
+54.0%
+43.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +4.0% | +0.9% | +3.0% | +3.8% |
| 30D | +10.3% | -8.9% | +19.2% | +12.1% |
| 3M | +6.1% | -0.8% | +6.9% | +5.8% |
| 6M | +56.6% | +8.5% | +48.1% | +51.8% |
| YTD | +76.6% | +28.6% | +48.0% | +64.8% |
| 1Y | +97.9% | +52.3% | +45.5% | +73.5% |
| All | +97.9% | +54.0% | +43.9% | +73.5% |
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 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