+52.3%
ROST vs FTI
+89.8%
-37.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.1% |
| 7D | -2.5% | -5.6% | +3.1% | -2.4% |
| 30D | -10.3% | +0.4% | -10.7% | -10.3% |
| 3M | -2.6% | +8.1% | -10.7% | -3.0% |
| 6M | +6.5% | +16.7% | -10.2% | +4.4% |
| YTD | +25.9% | +70.0% | -44.0% | +15.7% |
| 1Y | +52.3% | +85.4% | -33.1% | +36.8% |
| All | +52.3% | +89.8% | -37.5% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling