+308.5%
ROST vs EMB
+29.7%
+278.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | -2.2% | 0.0% | -2.2% | -2.3% |
| 30D | -11.4% | -0.3% | -11.2% | -11.1% |
| 3M | -1.6% | -0.3% | -1.3% | -1.3% |
| 6M | +6.8% | +0.7% | +6.1% | +5.8% |
| YTD | +25.8% | +1.3% | +24.5% | +23.9% |
| 1Y | +52.4% | +4.7% | +47.7% | +44.0% |
| 3Y | +94.4% | +30.1% | +64.3% | +38.8% |
| 5Y | +108.2% | +6.9% | +101.4% | +97.6% |
| 10Y | +308.5% | +30.7% | +277.8% | +213.2% |
| All | +308.5% | +29.7% | +278.8% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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