+104.6%
ROST vs FLUT
-53.9%
+158.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.5% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +2.5% | +7.7% | -5.2% | +1.1% |
| 3M | -9.0% | -12.2% | +3.2% | -7.6% |
| 6M | +1.3% | -17.6% | +18.9% | +3.2% |
| YTD | +29.1% | -62.0% | +91.1% | +48.6% |
| 1Y | +45.4% | -62.3% | +107.7% | +67.0% |
| 3Y | +94.9% | -52.0% | +146.8% | +109.0% |
| All | +104.6% | -53.9% | +158.6% | +103.6% |
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 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