+1,157.0%
FTI vs RCAT
+184.3%
+972.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.1% |
| 7D | -2.3% | -2.3% | -0.1% | -2.2% |
| 30D | +5.0% | -18.7% | +23.7% | +6.1% |
| 3M | +13.8% | -29.3% | +43.1% | +15.5% |
| 6M | +22.9% | -42.3% | +65.2% | +24.9% |
| YTD | +75.0% | +2.5% | +72.5% | +70.9% |
| 1Y | +96.9% | -5.7% | +102.6% | +90.5% |
| 3Y | +276.7% | +764.9% | -488.2% | +204.7% |
| 5Y | +1,157.0% | +182.3% | +974.7% | +954.7% |
| All | +1,157.0% | +184.3% | +972.8% | +954.7% |
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