+1,775.6%
FTI vs RRC
+1,391.7%
+383.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +1.8% |
| 7D | +4.3% | +6.4% | -2.1% | +1.6% |
| 30D | -4.7% | +23.9% | -28.5% | -13.7% |
| 3M | -13.5% | +30.2% | -43.7% | -23.5% |
| 6M | -8.7% | +26.3% | -35.0% | -18.5% |
| YTD | +49.0% | +48.1% | +0.9% | +23.2% |
| 1Y | +54.0% | +37.7% | +16.4% | +31.2% |
| 3Y | +211.6% | +60.3% | +151.3% | +143.6% |
| 5Y | +881.9% | +135.3% | +746.6% | +506.6% |
| 10Y | +188.1% | +73.3% | +114.8% | +53.1% |
| All | +1,775.6% | +1,391.7% | +383.8% | +397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling