+69.2%
FTNT vs RACE
+65.0%
+4.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.3% |
| 7D | -12.7% | +5.1% | -17.8% | -14.6% |
| 30D | -37.2% | +7.7% | -44.9% | -39.4% |
| 3M | -25.8% | +2.2% | -27.9% | -27.0% |
| 6M | +32.1% | +23.8% | +8.4% | +17.6% |
| YTD | +49.7% | +13.9% | +35.8% | +37.0% |
| 1Y | +47.6% | +3.8% | +43.8% | +41.9% |
| 3Y | +137.2% | +28.0% | +109.2% | +72.9% |
| All | +69.2% | +65.0% | +4.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling