+301.5%
ROST vs FLUT
-26.8%
+328.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | +0.5% | +9.3% | -8.8% | -0.6% |
| 3M | -5.2% | -17.5% | +12.2% | -3.5% |
| 6M | +9.8% | -14.6% | +24.4% | +10.9% |
| YTD | +29.4% | -62.3% | +91.7% | +43.3% |
| 1Y | +44.4% | -59.6% | +104.0% | +58.4% |
| 3Y | +95.0% | -45.3% | +140.3% | +103.8% |
| 5Y | +111.9% | -50.4% | +162.3% | +115.8% |
| All | +301.5% | -26.8% | +328.3% | +303.5% |
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