+146.1%
EWT vs ROST
+107.5%
+38.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -1.1% | -2.5% | +1.4% | -0.5% |
| 30D | +4.8% | -10.3% | +15.1% | +7.6% |
| 3M | +11.1% | -2.6% | +13.7% | +11.5% |
| 6M | +54.6% | +6.5% | +48.1% | +51.1% |
| YTD | +71.4% | +25.9% | +45.5% | +60.0% |
| 1Y | +82.1% | +52.3% | +29.8% | +61.3% |
| 3Y | +193.2% | +94.6% | +98.7% | +142.0% |
| 5Y | +146.1% | +111.1% | +35.0% | +94.3% |
| All | +146.1% | +107.5% | +38.6% | +94.3% |
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