+847.0%
FTI vs RRC
+135.4%
+711.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | +1.4% | -0.5% | +1.8% | +1.5% |
| 30D | -6.3% | +25.2% | -31.5% | -15.3% |
| 3M | -13.1% | +27.8% | -40.9% | -22.4% |
| 6M | -8.0% | +27.2% | -35.2% | -17.9% |
| YTD | +47.1% | +48.2% | -1.1% | +21.8% |
| 1Y | +50.7% | +34.7% | +16.0% | +29.9% |
| 3Y | +209.0% | +62.2% | +146.7% | +140.7% |
| 5Y | +847.0% | +130.9% | +716.1% | +539.1% |
| All | +847.0% | +135.4% | +711.6% | +539.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling