+33.8%
FFIV vs RACE
+64.4%
-30.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.1% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -32.4% | +6.1% | -38.5% | -33.6% |
| 3M | -25.7% | -0.3% | -25.4% | -25.8% |
| 6M | -13.5% | +23.4% | -36.9% | -19.2% |
| YTD | +21.1% | +12.5% | +8.6% | +15.3% |
| 1Y | +29.4% | -0.5% | +29.9% | +28.3% |
| 3Y | +94.9% | +23.6% | +71.3% | +63.2% |
| All | +33.8% | +64.4% | -30.6% | -9.1% |
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 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