+301.5%
ROST vs FFIV
+118.6%
+182.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.3% | -1.4% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +0.5% | -32.4% | +32.9% | +14.5% |
| 3M | -5.2% | -25.7% | +20.4% | +3.4% |
| 6M | +9.8% | -13.5% | +23.3% | +11.8% |
| YTD | +29.4% | +21.1% | +8.3% | +12.8% |
| 1Y | +44.4% | +29.4% | +14.9% | +22.1% |
| 3Y | +95.0% | +94.9% | +0.1% | +31.0% |
| 5Y | +111.9% | +34.7% | +77.1% | +66.1% |
| All | +301.5% | +118.6% | +182.9% | +130.5% |
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