+112.3%
ROST vs FN
+289.0%
-176.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.8% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | -8.9% | -22.0% | +13.1% | -6.7% |
| 3M | -0.8% | -43.0% | +42.2% | +5.1% |
| 6M | +8.5% | -27.7% | +36.2% | +9.8% |
| YTD | +28.6% | -10.5% | +39.1% | +25.2% |
| 1Y | +52.3% | +12.5% | +39.8% | +41.9% |
| 3Y | +94.8% | +153.8% | -59.0% | +45.2% |
| All | +112.3% | +289.0% | -176.7% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling