+2,582.2%
FTI vs RCAT
-100.0%
+2,682.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.7% |
| 7D | +5.4% | +15.6% | -10.2% | +5.3% |
| 30D | -8.2% | -24.1% | +15.9% | -8.1% |
| 3M | -13.7% | -61.9% | +48.2% | -13.4% |
| 6M | -11.2% | -64.3% | +53.1% | -10.9% |
| YTD | +46.0% | -50.4% | +96.4% | +46.2% |
| 1Y | +51.8% | -54.0% | +105.8% | +52.0% |
| 3Y | +206.7% | +347.2% | -140.4% | +203.5% |
| 5Y | +862.0% | +45.7% | +816.3% | +853.6% |
| 10Y | +182.3% | -99.7% | +282.0% | +169.1% |
| All | +2,582.2% | -100.0% | +2,682.2% | +2,046.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling