+54.0%
ROST vs FTV
+14.7%
+39.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +0.2% | -4.0% | +4.2% | +0.9% |
| 30D | -6.9% | -11.0% | +4.1% | -5.0% |
| 3M | -3.3% | -8.4% | +5.1% | -2.0% |
| 6M | +9.0% | -2.6% | +11.6% | +8.8% |
| YTD | +28.9% | -0.6% | +29.5% | +27.9% |
| 1Y | +54.0% | +11.0% | +43.0% | +44.4% |
| All | +54.0% | +14.7% | +39.3% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling