+303.0%
ROST vs FE
+113.1%
+189.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -10.0% | -2.1% | -7.8% | -9.4% |
| 3M | +1.2% | +2.6% | -1.4% | +0.2% |
| 6M | +8.9% | -6.8% | +15.7% | +11.2% |
| YTD | +28.1% | +6.9% | +21.2% | +24.8% |
| 1Y | +53.0% | +11.6% | +41.4% | +46.8% |
| 3Y | +97.9% | +47.7% | +50.2% | +69.9% |
| 5Y | +112.0% | +46.2% | +65.8% | +81.0% |
| 10Y | +303.0% | +109.2% | +193.8% | +242.2% |
| All | +303.0% | +113.1% | +189.8% | +242.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling