+54.6%
FTI vs RACE
+10.6%
+44.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.6% | -2.5% |
| 7D | -9.7% | +9.9% | -19.6% | -8.0% |
| 30D | -8.2% | +12.8% | -21.0% | -6.1% |
| 3M | -7.8% | +7.4% | -15.2% | -6.3% |
| 6M | -13.4% | +27.6% | -41.0% | -9.9% |
| YTD | +45.1% | +18.4% | +26.7% | +50.9% |
| 1Y | +54.6% | +9.5% | +45.1% | +63.9% |
| All | +54.6% | +10.6% | +44.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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