+4,257.4%
ROST vs EFV
+256.4%
+4,001.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +0.2% | +1.0% | -0.8% | -0.4% |
| 30D | -10.0% | +0.2% | -10.2% | -10.1% |
| 3M | +1.2% | +9.6% | -8.4% | -4.6% |
| 6M | +8.9% | +14.0% | -5.1% | -0.1% |
| YTD | +28.1% | +18.5% | +9.6% | +14.4% |
| 1Y | +53.0% | +27.9% | +25.1% | +30.1% |
| 3Y | +97.9% | +92.4% | +5.4% | +28.1% |
| 5Y | +112.0% | +97.2% | +14.8% | +35.3% |
| 10Y | +303.0% | +163.0% | +139.9% | +119.5% |
| All | +4,257.4% | +256.4% | +4,001.0% | +1,745.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling