+305.2%
ROST vs FE
+107.2%
+198.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +1.2% | 0.0% | +1.3% | +1.2% |
| 30D | +2.5% | +5.2% | -2.7% | +0.8% |
| 3M | -9.0% | 0.0% | -8.9% | -9.0% |
| 6M | +1.3% | +5.0% | -3.7% | -0.5% |
| YTD | +29.1% | +7.9% | +21.2% | +25.4% |
| 1Y | +45.4% | +6.3% | +39.1% | +41.8% |
| 3Y | +94.9% | +46.0% | +48.8% | +68.1% |
| 5Y | +104.0% | +45.6% | +58.3% | +74.3% |
| All | +305.2% | +107.2% | +198.0% | +238.4% |
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