+2,063.6%
FTNT vs RACE
+793.3%
+1,270.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.2% |
| 7D | -2.7% | -1.0% | -1.7% | -2.3% |
| 30D | -1.4% | -1.5% | +0.2% | -0.8% |
| 3M | +10.1% | +15.5% | -5.4% | +1.7% |
| 6M | +88.2% | +17.3% | +70.9% | +70.9% |
| YTD | +98.3% | +11.1% | +87.2% | +83.8% |
| 1Y | +96.0% | -14.3% | +110.2% | +105.0% |
| 3Y | +145.8% | +40.2% | +105.6% | +82.3% |
| 5Y | +154.6% | +92.6% | +62.1% | +56.4% |
| 10Y | +2,063.6% | +786.6% | +1,277.1% | +583.0% |
| All | +2,063.6% | +793.3% | +1,270.4% | +583.0% |
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