+1,168.7%
FTI vs RACE
+92.4%
+1,076.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -0.2% | -1.0% | +0.8% | 0.0% |
| 30D | +12.3% | -1.5% | +13.9% | +12.6% |
| 3M | +13.8% | +15.5% | -1.7% | +9.6% |
| 6M | +24.3% | +17.3% | +7.0% | +18.7% |
| YTD | +75.8% | +11.1% | +64.7% | +69.7% |
| 1Y | +99.6% | -14.3% | +113.9% | +106.5% |
| 3Y | +278.4% | +40.2% | +238.3% | +227.9% |
| 5Y | +1,168.7% | +92.6% | +1,076.1% | +931.3% |
| All | +1,168.7% | +92.4% | +1,076.3% | +931.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling