+48.8%
FTNT vs RACE
+3.0%
+45.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | -3.0% | +3.9% | -6.9% | -3.2% |
| 30D | -37.1% | +7.4% | -44.5% | -37.6% |
| 3M | -23.3% | +1.6% | -24.9% | -23.2% |
| 6M | +7.4% | +23.3% | -16.0% | +3.1% |
| YTD | +54.2% | +14.7% | +39.6% | +49.2% |
| All | +48.8% | +3.0% | +45.9% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling