+762.4%
FTI vs RACE
+65.0%
+697.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.4% |
| 7D | -7.6% | +5.1% | -12.7% | -8.6% |
| 30D | -7.1% | +7.7% | -14.8% | -8.6% |
| 3M | -8.7% | +2.2% | -10.9% | -9.3% |
| 6M | -14.0% | +23.8% | -37.7% | -18.7% |
| YTD | +42.8% | +13.9% | +28.9% | +36.9% |
| 1Y | +50.4% | +3.8% | +46.6% | +48.0% |
| 3Y | +194.1% | +28.0% | +166.1% | +163.0% |
| All | +762.4% | +65.0% | +697.4% | +605.7% |
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