+52.3%
ROST vs FE
+11.4%
+40.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.7% |
| 30D | -8.9% | -1.2% | -7.7% | -8.8% |
| 3M | -0.8% | +3.5% | -4.3% | -1.7% |
| 6M | +8.5% | -6.1% | +14.5% | +8.5% |
| YTD | +28.6% | +7.6% | +21.0% | +27.4% |
| 1Y | +52.3% | +11.9% | +40.4% | +48.9% |
| All | +52.3% | +11.4% | +40.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling