+148.7%
EWY vs ROST
+114.0%
+34.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.7% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +7.3% | -6.9% | +14.2% | +9.1% |
| 3M | -5.1% | -3.3% | -1.8% | -4.8% |
| 6M | +42.1% | +9.0% | +33.0% | +37.5% |
| YTD | +94.1% | +28.9% | +65.3% | +79.4% |
| 1Y | +147.8% | +54.0% | +93.9% | +117.9% |
| 3Y | +222.9% | +100.7% | +122.2% | +162.0% |
| All | +148.7% | +114.0% | +34.8% | +89.2% |
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