+112.0%
ROST vs FN
+169.4%
-57.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -1.6% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | +0.5% | -16.5% | +17.0% | +1.8% |
| 3M | -5.2% | -42.1% | +36.9% | -0.6% |
| 6M | +9.8% | -52.9% | +62.7% | +17.2% |
| YTD | +29.4% | -28.0% | +57.3% | +27.7% |
| 1Y | +44.4% | -18.5% | +62.9% | +39.2% |
| 3Y | +95.0% | +93.9% | +1.1% | +49.5% |
| All | +112.0% | +169.4% | -57.5% | +33.9% |
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