+316.4%
ROST vs FFIV
+126.0%
+190.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +3.2% | -4.2% | +7.4% | +4.8% |
| 30D | +7.4% | -33.9% | +41.3% | +23.4% |
| 3M | -6.1% | -22.6% | +16.6% | +0.9% |
| 6M | +6.2% | -10.4% | +16.6% | +6.6% |
| YTD | +33.4% | +24.3% | +9.1% | +15.2% |
| 1Y | +48.8% | +31.8% | +17.0% | +25.1% |
| 3Y | +99.5% | +99.5% | 0.0% | +32.9% |
| 5Y | +112.7% | +40.7% | +71.9% | +63.8% |
| 10Y | +316.4% | +126.9% | +189.6% | +137.3% |
| All | +316.4% | +126.0% | +190.5% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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