+12,773.1%
ROST vs FE
+561.4%
+12,211.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.9% | +1.9% | -1.0% | +0.3% |
| 30D | -8.9% | -1.2% | -7.7% | -8.6% |
| 3M | -0.8% | +3.5% | -4.3% | -2.1% |
| 6M | +8.5% | -6.1% | +14.5% | +10.3% |
| YTD | +28.6% | +7.6% | +21.0% | +25.3% |
| 1Y | +52.3% | +11.9% | +40.4% | +46.4% |
| 3Y | +94.8% | +48.4% | +46.4% | +69.0% |
| 5Y | +110.8% | +44.8% | +66.0% | +82.9% |
| 10Y | +304.5% | +115.9% | +188.7% | +201.7% |
| All | +12,773.1% | +561.4% | +12,211.7% | +7,080.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling