+39.3%
FFIV vs RACE
+65.0%
-25.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -8.1% | +5.1% | -13.2% | -9.4% |
| 30D | -33.4% | +7.7% | -41.1% | -34.8% |
| 3M | -24.7% | +2.2% | -26.9% | -25.4% |
| 6M | -8.8% | +23.8% | -32.6% | -14.9% |
| YTD | +21.8% | +13.9% | +7.9% | +15.6% |
| 1Y | +25.3% | +3.8% | +21.5% | +22.5% |
| 3Y | +101.2% | +28.0% | +73.1% | +65.9% |
| All | +39.3% | +65.0% | -25.7% | -5.7% |
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 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