+862.0%
FTI vs RCAT
+57.4%
+804.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.2% |
| 7D | +5.4% | +15.6% | -10.2% | +4.4% |
| 30D | -8.2% | -24.1% | +15.9% | -7.0% |
| 3M | -13.7% | -61.9% | +48.2% | -9.3% |
| 6M | -11.2% | -64.3% | +53.1% | -7.1% |
| YTD | +46.0% | -50.4% | +96.4% | +48.1% |
| 1Y | +51.8% | -54.0% | +105.8% | +54.0% |
| 3Y | +206.7% | +347.2% | -140.4% | +158.6% |
| 5Y | +862.0% | +45.7% | +816.3% | +741.5% |
| All | +862.0% | +57.4% | +804.6% | +741.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling