+6,881.1%
ROST vs FLUT
+1,739.7%
+5,141.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.8% |
| 7D | -1.8% | +4.5% | -6.3% | -2.1% |
| 30D | +6.8% | +9.2% | -2.4% | +6.2% |
| 3M | -4.0% | -13.7% | +9.7% | -3.3% |
| 6M | +12.9% | -9.0% | +21.9% | +13.1% |
| YTD | +34.7% | -60.2% | +95.0% | +41.3% |
| 1Y | +49.5% | -63.1% | +112.6% | +57.4% |
| 3Y | +101.5% | -42.5% | +143.9% | +106.0% |
| 5Y | +120.7% | -47.6% | +168.2% | +123.7% |
| 10Y | +317.8% | -22.9% | +340.7% | +316.6% |
| All | +6,881.1% | +1,739.7% | +5,141.4% | +6,726.8% |
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