+301.5%
ROST vs FN
+700.1%
-398.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -1.3% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +0.5% | -16.5% | +17.0% | +2.3% |
| 3M | -5.2% | -42.1% | +36.9% | +1.1% |
| 6M | +9.8% | -52.9% | +62.7% | +19.6% |
| YTD | +29.4% | -28.0% | +57.3% | +27.7% |
| 1Y | +44.4% | -18.5% | +62.9% | +38.5% |
| 3Y | +95.0% | +93.9% | +1.1% | +45.2% |
| 5Y | +111.9% | +170.5% | -58.6% | +39.7% |
| All | +301.5% | +700.1% | -398.7% | +110.1% |
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