+312.1%
ROST vs BTI
+73.8%
+238.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -6.9% | -1.1% | -5.8% | -6.6% |
| 3M | -3.3% | -8.8% | +5.5% | -0.7% |
| 6M | +9.0% | -4.0% | +13.0% | +9.6% |
| YTD | +28.9% | +0.4% | +28.5% | +27.3% |
| 1Y | +54.0% | +1.9% | +52.0% | +51.2% |
| 3Y | +100.7% | +108.5% | -7.8% | +49.9% |
| 5Y | +116.0% | +118.5% | -2.5% | +56.3% |
| All | +312.1% | +73.8% | +238.3% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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