+151.1%
ROST vs FGI
-70.4%
+221.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.9% |
| 30D | -8.9% | +65.4% | -74.3% | -9.3% |
| 3M | -0.8% | +23.5% | -24.3% | -1.0% |
| 6M | +8.5% | +60.5% | -52.0% | +7.6% |
| YTD | +28.6% | +30.0% | -1.4% | +27.7% |
| 1Y | +52.3% | +82.1% | -29.7% | +50.5% |
| 3Y | +94.8% | -4.4% | +99.2% | +94.6% |
| All | +151.1% | -70.4% | +221.4% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling