+533.1%
ROST vs FCUV
-95.6%
+628.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -65.2% | +64.8% | -0.4% |
| 7D | +0.2% | -47.9% | +48.2% | +0.2% |
| 30D | -10.0% | +13.7% | -23.6% | -10.0% |
| 3M | +1.2% | +97.0% | -95.8% | +1.0% |
| 6M | +8.9% | -66.1% | +75.1% | +8.9% |
| YTD | +28.1% | -81.8% | +109.8% | +28.1% |
| 1Y | +53.0% | -93.3% | +146.2% | +53.1% |
| 3Y | +97.9% | -99.2% | +197.1% | +98.0% |
| 5Y | +112.0% | -99.9% | +211.8% | +112.1% |
| 10Y | +303.0% | -98.5% | +401.5% | +305.9% |
| All | +533.1% | -95.6% | +628.7% | +539.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling