+96.0%
ROST vs FTI
+274.9%
-179.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -2.2% | -2.3% | +0.1% | -2.0% |
| 30D | -11.4% | +5.0% | -16.5% | -11.9% |
| 3M | -1.6% | +13.8% | -15.5% | -3.0% |
| 6M | +6.8% | +22.9% | -16.1% | +4.0% |
| YTD | +25.8% | +75.0% | -49.2% | +17.3% |
| 1Y | +52.4% | +96.9% | -44.5% | +40.0% |
| All | +96.0% | +274.9% | -179.0% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling