+84.1%
EWZ vs ROST
+302.7%
-218.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +5.6% | 0.0% | +5.5% | +5.6% |
| 30D | +9.3% | -10.2% | +19.4% | +13.5% |
| 3M | +15.7% | +1.0% | +14.7% | +14.9% |
| 6M | +7.4% | +8.7% | -1.3% | +3.4% |
| YTD | +22.7% | +27.8% | -5.1% | +11.1% |
| 1Y | +36.4% | +52.7% | -16.3% | +15.4% |
| 3Y | +50.4% | +97.5% | -47.1% | +12.5% |
| 5Y | +67.6% | +111.6% | -43.9% | +17.0% |
| 10Y | +84.1% | +302.2% | -218.1% | -4.0% |
| All | +84.1% | +302.7% | -218.6% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling