+112.7%
ROST vs FN
+194.7%
-82.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.3% |
| 7D | +3.2% | -4.1% | +7.2% | +3.4% |
| 30D | +7.4% | -28.3% | +35.8% | +10.7% |
| 3M | -6.1% | -33.9% | +27.8% | -3.0% |
| 6M | +6.2% | -43.9% | +50.1% | +10.8% |
| YTD | +33.4% | -23.4% | +56.9% | +30.9% |
| 1Y | +48.8% | -25.4% | +74.2% | +45.9% |
| 3Y | +99.5% | +107.9% | -8.4% | +51.9% |
| 5Y | +112.7% | +195.1% | -82.4% | +33.5% |
| All | +112.7% | +194.7% | -82.1% | +33.5% |
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