+107.5%
FTV vs RACE
+738.3%
-630.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.4% |
| 7D | +0.4% | +3.9% | -3.5% | -1.1% |
| 30D | +17.2% | +7.4% | +9.7% | +13.9% |
| 3M | +8.9% | +1.6% | +7.3% | +7.9% |
| 6M | +11.3% | +23.3% | -12.0% | +1.4% |
| YTD | +21.9% | +14.7% | +7.3% | +13.3% |
| 1Y | +31.6% | +2.5% | +29.0% | +28.0% |
| 3Y | +38.1% | +28.0% | +10.1% | +16.0% |
| 5Y | +15.7% | +69.8% | -54.1% | -16.9% |
| 10Y | +107.5% | +734.9% | -627.4% | -2.2% |
| All | +107.5% | +738.3% | -630.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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