+17.6%
FTV vs RACE
+62.4%
-44.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | +3.7% | -4.0% | +7.7% | +5.3% |
| 30D | +16.8% | +3.5% | +13.3% | +15.4% |
| 3M | +10.4% | -0.4% | +10.8% | +10.3% |
| 6M | +12.8% | +23.2% | -10.3% | +3.6% |
| YTD | +23.3% | +11.0% | +12.3% | +16.7% |
| 1Y | +31.0% | -2.2% | +33.2% | +30.4% |
| 3Y | +38.6% | +22.5% | +16.0% | +15.9% |
| 5Y | +17.6% | +63.2% | -45.6% | -21.8% |
| All | +17.6% | +62.4% | -44.8% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling