+233.5%
FFIV vs RACE
+647.6%
-414.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | -1.0% | -2.5% | +1.6% | -0.1% |
| 30D | -5.1% | +0.8% | -5.8% | -5.5% |
| 3M | -4.5% | +17.2% | -21.6% | -9.8% |
| 6M | +36.5% | +13.6% | +22.9% | +29.3% |
| YTD | +53.0% | +12.2% | +40.8% | +44.8% |
| 1Y | +24.2% | -16.3% | +40.5% | +29.2% |
| 3Y | +137.2% | +36.4% | +100.8% | +96.9% |
| 5Y | +91.8% | +95.0% | -3.2% | +36.0% |
| 10Y | +215.2% | +813.2% | -598.1% | +30.1% |
| All | +233.5% | +647.6% | -414.1% | +35.4% |
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