+93.9%
FTV vs RACE
+982.1%
-888.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | -4.5% | -2.5% | -2.0% | -3.5% |
| 30D | -7.1% | +0.8% | -7.8% | -7.4% |
| 3M | -7.2% | +17.2% | -24.3% | -13.3% |
| 6M | -1.5% | +13.6% | -15.1% | -7.4% |
| YTD | +3.5% | +12.2% | -8.7% | -2.9% |
| 1Y | +20.3% | -16.3% | +36.6% | +26.5% |
| 3Y | -3.1% | +36.4% | -39.6% | -21.1% |
| 5Y | +2.3% | +95.0% | -92.6% | -30.6% |
| 10Y | +76.3% | +813.2% | -736.9% | -28.5% |
| All | +93.9% | +982.1% | -888.2% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling