+9,968.4%
ROST vs FTI
+2,165.1%
+7,803.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.9% | +5.3% | -4.3% | -0.2% |
| 30D | -8.9% | +15.3% | -24.2% | -11.9% |
| 3M | -0.8% | +15.8% | -16.6% | -4.5% |
| 6M | +8.5% | +22.6% | -14.1% | +2.8% |
| YTD | +28.6% | +79.5% | -51.0% | +11.6% |
| 1Y | +52.3% | +102.0% | -49.7% | +28.4% |
| 3Y | +94.8% | +315.8% | -221.0% | +35.0% |
| 5Y | +110.8% | +1,129.5% | -1,018.7% | +7.4% |
| 10Y | +304.5% | +320.9% | -16.4% | +129.3% |
| All | +9,968.4% | +2,165.1% | +7,803.3% | +2,812.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling