+166.3%
FFIV vs RACE
+670.3%
-504.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.1% | -4.7% |
| 7D | -14.2% | +5.7% | -19.9% | -15.8% |
| 30D | -33.6% | +9.3% | -42.9% | -35.6% |
| 3M | -24.2% | +3.8% | -28.0% | -25.4% |
| 6M | -8.3% | +29.8% | -38.1% | -16.7% |
| YTD | +22.1% | +15.6% | +6.5% | +14.3% |
| 1Y | +26.5% | +5.1% | +21.4% | +22.2% |
| 3Y | +102.3% | +30.8% | +71.5% | +71.4% |
| 5Y | +40.6% | +67.4% | -26.8% | +5.5% |
| 10Y | +129.7% | +793.6% | -663.9% | -4.6% |
| All | +166.3% | +670.3% | -504.0% | +6.9% |
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