+316.4%
ROST vs FN
+772.0%
-455.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.5% |
| 7D | +3.2% | -4.1% | +7.2% | +3.4% |
| 30D | +7.4% | -28.3% | +35.8% | +11.9% |
| 3M | -6.1% | -33.9% | +27.8% | -1.8% |
| 6M | +6.2% | -43.9% | +50.1% | +12.2% |
| YTD | +33.4% | -23.4% | +56.9% | +30.6% |
| 1Y | +48.8% | -25.4% | +74.2% | +45.4% |
| 3Y | +99.5% | +107.9% | -8.4% | +47.0% |
| 5Y | +112.7% | +195.1% | -82.4% | +38.2% |
| 10Y | +316.4% | +794.1% | -477.7% | +114.8% |
| All | +316.4% | +772.0% | -455.5% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling