+308.5%
ROST vs FFIV
+239.4%
+69.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -3.2% |
| 7D | -2.2% | +3.5% | -5.7% | -3.6% |
| 30D | -11.4% | -1.3% | -10.1% | -11.3% |
| 3M | -1.6% | +2.4% | -4.0% | -3.4% |
| 6M | +6.8% | +41.8% | -35.0% | -8.7% |
| YTD | +25.8% | +58.5% | -32.7% | +1.8% |
| 1Y | +52.4% | +24.3% | +28.1% | +35.5% |
| 3Y | +94.4% | +152.0% | -57.7% | +22.9% |
| 5Y | +108.2% | +99.1% | +9.1% | +43.5% |
| 10Y | +308.5% | +242.8% | +65.7% | +124.1% |
| All | +308.5% | +239.4% | +69.1% | +124.1% |
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