+36.4%
EWZ vs ROST
+53.6%
-17.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +5.6% | +0.2% | +5.4% | +5.5% |
| 30D | +9.3% | -10.0% | +19.2% | +11.5% |
| 3M | +15.7% | +1.2% | +14.5% | +15.3% |
| 6M | +7.4% | +8.9% | -1.5% | +4.9% |
| YTD | +22.7% | +28.1% | -5.4% | +16.1% |
| 1Y | +36.4% | +53.0% | -16.6% | +24.6% |
| All | +36.4% | +53.6% | -17.2% | +24.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling