+27.7%
EXC vs ROST
+95.7%
-68.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +10.0% | +2.5% | +7.5% | +9.8% |
| 3M | +1.6% | -9.0% | +10.6% | +2.2% |
| 6M | +3.3% | +1.3% | +1.9% | +2.9% |
| YTD | +7.6% | +29.1% | -21.5% | +5.4% |
| 1Y | +3.5% | +45.4% | -42.0% | +0.5% |
| 3Y | +27.7% | +94.9% | -67.2% | +20.4% |
| All | +27.7% | +95.7% | -68.0% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling