+295.2%
FTI vs RACE
+40.8%
+254.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +5.3% | -2.5% | +7.8% | +5.5% |
| 30D | +15.3% | +0.8% | +14.6% | +15.2% |
| 3M | +15.8% | +17.2% | -1.4% | +13.2% |
| 6M | +22.6% | +13.6% | +9.0% | +20.2% |
| YTD | +79.5% | +12.2% | +67.3% | +76.1% |
| 1Y | +102.0% | -16.3% | +118.3% | +110.9% |
| All | +295.2% | +40.8% | +254.4% | +308.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling