+4,413.8%
ROST vs EMB
+132.1%
+4,281.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -8.9% | -0.3% | -8.6% | -8.7% |
| 3M | -0.8% | -0.4% | -0.4% | -0.5% |
| 6M | +8.5% | +0.1% | +8.4% | +8.4% |
| YTD | +28.6% | +1.6% | +27.0% | +27.2% |
| 1Y | +52.3% | +5.6% | +46.7% | +46.5% |
| 3Y | +94.8% | +29.8% | +65.0% | +61.4% |
| 5Y | +110.8% | +7.3% | +103.5% | +98.6% |
| 10Y | +304.5% | +30.4% | +274.1% | +244.9% |
| All | +4,413.8% | +132.1% | +4,281.7% | +3,412.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling