+295.8%
FTI vs RRC
+4.9%
+290.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | -4.4% | -1.8% | -2.6% | -3.8% |
| 30D | +1.5% | +2.7% | -1.2% | +0.4% |
| 3M | +8.2% | +8.8% | -0.6% | +4.6% |
| 6M | +18.8% | -1.2% | +20.0% | +18.7% |
| YTD | +71.7% | +17.6% | +54.1% | +60.0% |
| 1Y | +90.0% | +18.4% | +71.6% | +75.8% |
| 3Y | +270.5% | +33.1% | +237.4% | +224.1% |
| 5Y | +1,084.5% | +148.2% | +936.4% | +692.0% |
| All | +295.8% | +4.9% | +290.9% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling