+112.0%
ROST vs FLUT
-50.1%
+162.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.2% | +3.8% | -3.6% | -0.4% |
| 30D | -10.0% | +6.3% | -16.3% | -10.9% |
| 3M | +1.2% | -4.0% | +5.3% | +1.3% |
| 6M | +8.9% | -10.3% | +19.2% | +9.9% |
| YTD | +28.1% | -53.2% | +81.2% | +43.3% |
| 1Y | +53.0% | -65.0% | +118.0% | +79.3% |
| 3Y | +97.9% | -43.9% | +141.8% | +108.2% |
| 5Y | +112.0% | -49.2% | +161.2% | +110.5% |
| All | +112.0% | -50.1% | +162.1% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling