+308.5%
ROST vs FLUT
-10.4%
+318.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -2.2% | -2.6% | +0.4% | -1.9% |
| 30D | -11.4% | +5.4% | -16.8% | -12.0% |
| 3M | -1.6% | -10.8% | +9.1% | -0.7% |
| 6M | +6.8% | -9.2% | +16.0% | +7.3% |
| YTD | +25.8% | -53.8% | +79.6% | +36.5% |
| 1Y | +52.4% | -66.0% | +118.4% | +71.1% |
| 3Y | +94.4% | -44.7% | +139.0% | +103.0% |
| 5Y | +108.2% | -50.6% | +158.8% | +110.4% |
| 10Y | +308.5% | -10.4% | +318.9% | +301.6% |
| All | +308.5% | -10.4% | +318.9% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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