+590.1%
EWT vs ROST
+14,328.2%
-13,738.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +8.2% | -10.0% | +18.2% | +11.5% |
| 3M | +11.1% | +1.2% | +9.8% | +10.2% |
| 6M | +60.4% | +8.9% | +51.5% | +55.4% |
| YTD | +75.6% | +28.1% | +47.5% | +61.7% |
| 1Y | +91.3% | +53.0% | +38.4% | +66.7% |
| 3Y | +200.3% | +97.9% | +102.4% | +139.6% |
| 5Y | +156.4% | +112.0% | +44.4% | +94.1% |
| 10Y | +495.8% | +303.0% | +192.8% | +244.9% |
| All | +590.1% | +14,328.2% | -13,738.1% | +44.9% |
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