+108.2%
ROST vs EFX
-36.4%
+144.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -2.2% | -9.4% | +7.1% | +0.4% |
| 30D | -11.4% | -6.9% | -4.5% | -9.8% |
| 3M | -1.6% | +0.1% | -1.8% | -2.4% |
| 6M | +6.8% | -17.3% | +24.2% | +11.6% |
| YTD | +25.8% | -21.8% | +47.6% | +32.9% |
| 1Y | +52.4% | -32.5% | +84.9% | +68.3% |
| 3Y | +94.4% | -12.3% | +106.7% | +84.4% |
| 5Y | +108.2% | -36.6% | +144.8% | +123.0% |
| All | +108.2% | -36.4% | +144.6% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling