+3,198.6%
FTI vs RCAT
-100.0%
+3,298.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | +5.3% | -1.4% | +6.7% | +5.3% |
| 30D | +15.3% | -3.3% | +18.7% | +15.3% |
| 3M | +15.8% | -43.2% | +59.0% | +16.0% |
| 6M | +22.6% | -43.2% | +65.8% | +22.7% |
| YTD | +79.5% | +5.5% | +74.0% | +79.3% |
| 1Y | +102.0% | -1.6% | +103.7% | +101.6% |
| 3Y | +315.8% | +773.7% | -457.9% | +310.5% |
| 5Y | +1,129.5% | +187.6% | +941.9% | +1,115.3% |
| 10Y | +320.9% | -98.5% | +419.4% | +299.1% |
| All | +3,198.6% | -100.0% | +3,298.6% | +2,532.4% |
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