+312.1%
ROST vs EFV
+169.9%
+142.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.3% | +1.3% |
| 7D | +0.2% | -0.8% | +1.0% | +1.0% |
| 30D | -6.9% | +0.6% | -7.5% | -7.4% |
| 3M | -3.3% | +7.5% | -10.8% | -9.7% |
| 6M | +9.0% | +13.0% | -4.0% | -3.2% |
| YTD | +28.9% | +18.3% | +10.5% | +9.3% |
| 1Y | +54.0% | +26.7% | +27.2% | +22.3% |
| 3Y | +100.7% | +89.6% | +11.1% | +5.5% |
| 5Y | +116.0% | +98.2% | +17.8% | +7.7% |
| All | +312.1% | +169.9% | +142.2% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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