+47.4%
EWZ vs ROST
+313.9%
-266.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -24.5% | +2.5% | -27.0% | -25.5% |
| 3M | -10.7% | -9.0% | -1.7% | -8.2% |
| 6M | -19.1% | +1.3% | -20.4% | -20.5% |
| YTD | +1.6% | +29.1% | -27.4% | -8.7% |
| 1Y | +4.3% | +45.4% | -41.1% | -10.5% |
| 3Y | +19.0% | +94.9% | -75.9% | -10.7% |
| 5Y | +57.7% | +104.0% | -46.3% | +12.0% |
| All | +47.4% | +313.9% | -266.6% | -17.2% |
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 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