+312.1%
ROST vs FCUV
-98.6%
+410.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -0.9% | +2.3% |
| 7D | +0.2% | -66.5% | +66.7% | +0.3% |
| 30D | -6.9% | +5.0% | -11.8% | -6.9% |
| 3M | -3.3% | +63.8% | -67.1% | -3.5% |
| 6M | +9.0% | -67.8% | +76.9% | +9.0% |
| YTD | +28.9% | -82.4% | +111.3% | +28.8% |
| 1Y | +54.0% | -94.7% | +148.7% | +54.2% |
| 3Y | +100.7% | -99.3% | +200.0% | +100.8% |
| 5Y | +116.0% | -99.9% | +215.9% | +116.2% |
| All | +312.1% | -98.6% | +410.7% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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