+301.5%
ROST vs FTI
+189.4%
+112.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.8% |
| 7D | +0.3% | +4.3% | -4.1% | -0.7% |
| 30D | +0.5% | -4.7% | +5.1% | +1.2% |
| 3M | -5.2% | -13.5% | +8.3% | -2.6% |
| 6M | +9.8% | -8.7% | +18.5% | +10.9% |
| YTD | +29.4% | +49.0% | -19.6% | +15.9% |
| 1Y | +44.4% | +54.0% | -9.7% | +28.3% |
| 3Y | +95.0% | +211.6% | -116.6% | +41.6% |
| 5Y | +111.9% | +881.9% | -770.0% | +7.6% |
| All | +301.5% | +189.4% | +112.1% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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