+301.5%
ROST vs EMB
+36.5%
+265.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.0% |
| 7D | +0.3% | -0.9% | +1.2% | +1.5% |
| 30D | +0.5% | +0.4% | +0.1% | +0.1% |
| 3M | -5.2% | -3.1% | -2.1% | -1.2% |
| 6M | +9.8% | -2.1% | +11.9% | +12.9% |
| YTD | +29.4% | -1.1% | +30.5% | +31.4% |
| 1Y | +44.4% | -0.1% | +44.4% | +44.7% |
| 3Y | +95.0% | +29.6% | +65.4% | +38.9% |
| 5Y | +111.9% | +7.2% | +104.7% | +100.0% |
| All | +301.5% | +36.5% | +265.0% | +216.6% |
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