+48.8%
ROST vs FLUT
-63.4%
+112.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +3.2% | -1.5% | +4.6% | +3.2% |
| 30D | +7.4% | +3.4% | +4.0% | +7.2% |
| 3M | -6.1% | -12.5% | +6.4% | -5.4% |
| 6M | +6.2% | -18.5% | +24.7% | +7.3% |
| YTD | +33.4% | -61.6% | +95.1% | +42.4% |
| 1Y | +48.8% | -64.1% | +112.9% | +59.4% |
| All | +48.8% | -63.4% | +112.2% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling