+12,820.4%
ROST vs FE
+556.6%
+12,263.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.3% |
| 7D | +1.2% | -1.0% | +2.3% | +1.6% |
| 30D | +2.5% | +4.1% | -1.7% | +1.2% |
| 3M | -9.0% | -1.0% | -7.9% | -8.8% |
| 6M | +1.3% | +4.0% | -2.7% | -0.1% |
| YTD | +29.1% | +6.8% | +22.2% | +25.9% |
| 1Y | +45.4% | +5.3% | +40.1% | +42.5% |
| 3Y | +94.9% | +44.6% | +50.3% | +70.6% |
| 5Y | +104.0% | +44.2% | +59.8% | +77.3% |
| 10Y | +314.8% | +107.3% | +207.6% | +213.5% |
| All | +12,820.4% | +556.6% | +12,263.8% | +7,120.6% |
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