+184.6%
FTI vs RACE
+658.9%
-474.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.7% |
| 7D | -7.6% | +5.1% | -12.7% | -9.4% |
| 30D | -7.1% | +7.7% | -14.8% | -9.9% |
| 3M | -8.7% | +2.2% | -10.9% | -9.9% |
| 6M | -14.0% | +23.8% | -37.7% | -22.1% |
| YTD | +42.8% | +13.9% | +28.9% | +32.0% |
| 1Y | +50.4% | +3.8% | +46.6% | +44.2% |
| 3Y | +194.1% | +28.0% | +166.1% | +145.6% |
| 5Y | +775.2% | +64.9% | +710.3% | +534.7% |
| 10Y | +189.2% | +780.4% | -591.2% | +2.0% |
| All | +184.6% | +658.9% | -474.3% | -10.2% |
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 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