+152.7%
FTNT vs RACE
+94.3%
+58.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | -5.8% | -2.5% | -3.3% | -4.7% |
| 30D | -4.8% | +0.8% | -5.6% | -5.3% |
| 3M | +4.4% | +17.2% | -12.7% | -3.9% |
| 6M | +88.8% | +13.6% | +75.2% | +74.9% |
| YTD | +96.8% | +12.2% | +84.6% | +82.3% |
| 1Y | +104.5% | -16.3% | +120.7% | +118.5% |
| 3Y | +156.8% | +36.4% | +120.3% | +76.6% |
| All | +152.7% | +94.3% | +58.4% | +33.5% |
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 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