+126.6%
FFIV vs RACE
+738.3%
-611.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +2.0% |
| 7D | -2.1% | +3.9% | -6.0% | -3.3% |
| 30D | -33.8% | +7.4% | -41.2% | -35.4% |
| 3M | -20.6% | +1.6% | -22.2% | -21.3% |
| 6M | -10.2% | +23.3% | -33.6% | -17.1% |
| YTD | +24.5% | +14.7% | +9.8% | +16.7% |
| 1Y | +29.3% | +2.5% | +26.8% | +26.1% |
| 3Y | +103.8% | +28.0% | +75.8% | +72.6% |
| 5Y | +40.9% | +69.8% | -28.9% | +3.2% |
| 10Y | +126.6% | +734.9% | -608.3% | -7.0% |
| All | +126.6% | +738.3% | -611.7% | -7.0% |
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