+1,924.3%
FTNT vs RACE
+738.5%
+1,185.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -1.0% | -3.9% | +2.9% | +0.9% |
| 30D | -33.6% | +6.8% | -40.4% | -35.9% |
| 3M | -20.9% | +1.3% | -22.2% | -21.9% |
| 6M | +11.0% | +26.3% | -15.3% | -2.8% |
| YTD | +61.3% | +13.8% | +47.5% | +46.9% |
| 1Y | +53.1% | -0.5% | +53.6% | +49.5% |
| 3Y | +152.1% | +25.6% | +126.4% | +99.9% |
| 5Y | +90.1% | +67.6% | +22.5% | +24.3% |
| All | +1,924.3% | +738.5% | +1,185.8% | +517.4% |
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 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