+162.3%
EXC vs ROST
+306.3%
-144.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | -2.7% | -10.0% | +7.3% | -0.3% |
| 3M | -1.0% | +1.2% | -2.2% | -1.6% |
| 6M | -9.3% | +8.9% | -18.2% | -11.8% |
| YTD | +3.6% | +28.1% | -24.4% | -3.5% |
| 1Y | +5.9% | +53.0% | -47.0% | -6.1% |
| 3Y | +21.3% | +97.9% | -76.6% | -1.5% |
| 5Y | +46.2% | +112.0% | -65.8% | +13.1% |
| All | +162.3% | +306.3% | -144.0% | +71.8% |
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