+6,562.1%
ROST vs FLUT
+2,054.3%
+4,507.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +0.9% | -1.6% | +2.6% | +1.0% |
| 30D | -8.9% | +7.7% | -16.6% | -9.3% |
| 3M | -0.8% | -0.7% | -0.1% | -1.0% |
| 6M | +8.5% | -11.2% | +19.6% | +8.9% |
| YTD | +28.6% | -53.4% | +82.0% | +33.8% |
| 1Y | +52.3% | -65.8% | +118.1% | +61.2% |
| 3Y | +94.8% | -44.9% | +139.8% | +99.5% |
| 5Y | +110.8% | -49.7% | +160.5% | +113.2% |
| 10Y | +304.5% | -9.7% | +314.2% | +300.1% |
| All | +6,562.1% | +2,054.3% | +4,507.8% | +6,363.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling