+257.7%
FTI vs RACE
+647.6%
-389.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | +5.3% | -2.5% | +7.8% | +6.2% |
| 30D | +15.3% | +0.8% | +14.6% | +14.9% |
| 3M | +15.8% | +17.2% | -1.4% | +7.9% |
| 6M | +22.6% | +13.6% | +9.0% | +14.5% |
| YTD | +79.5% | +12.2% | +67.3% | +67.5% |
| 1Y | +102.0% | -16.3% | +118.3% | +110.8% |
| 3Y | +315.8% | +36.4% | +279.4% | +236.5% |
| 5Y | +1,129.5% | +95.0% | +1,034.5% | +718.8% |
| 10Y | +320.9% | +813.2% | -492.3% | +46.6% |
| All | +257.7% | +647.6% | -389.9% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling