+63.7%
IEFA vs ROST
+93.5%
-29.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | -2.5% | +0.1% | -1.8% |
| 30D | -2.1% | -10.3% | +8.2% | +0.4% |
| 3M | +5.5% | -2.6% | +8.1% | +6.0% |
| 6M | +8.1% | +6.5% | +1.6% | +5.9% |
| YTD | +11.9% | +25.9% | -14.0% | +5.0% |
| 1Y | +18.1% | +52.3% | -34.3% | +5.4% |
| All | +63.7% | +93.5% | -29.7% | +32.6% |
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 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