+317.8%
ROST vs ED
+141.1%
+176.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | +6.8% | +11.2% | -4.4% | +4.0% |
| 3M | -4.0% | +11.8% | -15.8% | -6.8% |
| 6M | +12.9% | +14.1% | -1.2% | +8.9% |
| YTD | +34.7% | +23.0% | +11.8% | +27.1% |
| 1Y | +49.5% | +23.7% | +25.8% | +40.7% |
| 3Y | +101.5% | +47.7% | +53.7% | +77.2% |
| 5Y | +120.7% | +82.6% | +38.1% | +80.2% |
| 10Y | +317.8% | +141.8% | +176.1% | +227.6% |
| All | +317.8% | +141.1% | +176.8% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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