+180.2%
FTI vs RACE
+738.3%
-558.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -4.3% | +3.9% | -8.2% | -5.7% |
| 30D | -8.0% | +7.4% | -15.5% | -10.6% |
| 3M | -8.0% | +1.6% | -9.7% | -9.0% |
| 6M | -8.7% | +23.3% | -32.0% | -17.1% |
| YTD | +43.9% | +14.7% | +29.2% | +32.7% |
| 1Y | +49.8% | +2.5% | +47.3% | +44.6% |
| 3Y | +211.7% | +28.0% | +183.7% | +159.3% |
| 5Y | +781.6% | +69.8% | +711.7% | +524.2% |
| 10Y | +180.2% | +734.9% | -554.7% | +19.1% |
| All | +180.2% | +738.3% | -558.1% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling