+295.8%
FTI vs RRX
+228.4%
+67.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.8% |
| 7D | -4.4% | -0.3% | -4.0% | -4.3% |
| 30D | +1.5% | -6.1% | +7.6% | +4.6% |
| 3M | +8.2% | -23.1% | +31.2% | +20.0% |
| 6M | +18.8% | -19.5% | +38.4% | +24.9% |
| YTD | +71.7% | +16.1% | +55.6% | +44.5% |
| 1Y | +90.0% | +12.9% | +77.1% | +59.8% |
| 3Y | +270.5% | +7.9% | +262.6% | +189.0% |
| 5Y | +1,084.5% | +19.1% | +1,065.4% | +694.6% |
| All | +295.8% | +228.4% | +67.4% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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