+278.4%
FTI vs RCAT
+796.4%
-518.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.3% |
| 7D | -0.2% | +5.4% | -5.6% | -0.5% |
| 30D | +12.3% | -5.6% | +17.9% | +12.6% |
| 3M | +13.8% | -30.2% | +44.0% | +15.4% |
| 6M | +24.3% | -43.4% | +67.7% | +26.4% |
| YTD | +75.8% | +9.6% | +66.1% | +71.3% |
| 1Y | +99.6% | -2.0% | +101.6% | +93.1% |
| 3Y | +278.4% | +825.0% | -546.6% | +223.2% |
| All | +278.4% | +796.4% | -518.0% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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