+125.4%
FFIV vs RACE
+738.5%
-613.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -2.9% | -3.9% | +0.9% | -1.7% |
| 30D | -32.4% | +6.8% | -39.2% | -33.9% |
| 3M | -22.7% | +1.3% | -24.0% | -23.3% |
| 6M | -10.7% | +26.3% | -37.0% | -18.2% |
| YTD | +25.4% | +13.8% | +11.6% | +17.8% |
| 1Y | +34.2% | -0.5% | +34.6% | +32.2% |
| 3Y | +101.2% | +25.6% | +75.6% | +71.6% |
| 5Y | +42.0% | +67.6% | -25.6% | +4.4% |
| All | +125.4% | +738.5% | -613.1% | -10.1% |
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