+13.5%
FTV vs RACE
+65.0%
-51.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +0.2% | +5.1% | -4.9% | -1.6% |
| 30D | +15.7% | +7.7% | +8.0% | +12.6% |
| 3M | +7.5% | +2.2% | +5.4% | +6.5% |
| 6M | +8.5% | +23.8% | -15.3% | -0.5% |
| YTD | +18.8% | +13.9% | +4.9% | +11.4% |
| 1Y | +28.5% | +3.8% | +24.8% | +25.0% |
| 3Y | +34.0% | +28.0% | +6.0% | +10.0% |
| All | +13.5% | +65.0% | -51.6% | -25.4% |
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