+60.3%
ROST vs ETHA
-30.2%
+90.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.5% | -2.4% | -0.1% | -2.3% |
| 30D | -10.3% | +30.9% | -41.2% | -12.4% |
| 3M | -2.6% | +51.1% | -53.7% | -6.1% |
| 6M | +6.5% | +20.5% | -14.0% | +4.4% |
| YTD | +25.9% | -17.3% | +43.2% | +26.9% |
| 1Y | +52.3% | -43.2% | +95.6% | +58.4% |
| All | +60.3% | -30.2% | +90.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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