+312.1%
ROST vs FTV
+80.7%
+231.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.1% |
| 7D | +0.2% | -4.0% | +4.2% | +2.5% |
| 30D | -6.9% | -11.0% | +4.1% | -0.7% |
| 3M | -3.3% | -8.4% | +5.1% | +0.9% |
| 6M | +9.0% | -2.6% | +11.6% | +9.3% |
| YTD | +28.9% | -0.6% | +29.5% | +26.1% |
| 1Y | +54.0% | +11.0% | +43.0% | +40.7% |
| 3Y | +100.7% | -6.3% | +107.1% | +97.1% |
| 5Y | +116.0% | -1.5% | +117.6% | +101.9% |
| All | +312.1% | +80.7% | +231.4% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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