+32.1%
FTNT vs RACE
+23.5%
+8.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.0% |
| 7D | -12.7% | +5.1% | -17.8% | -12.4% |
| 30D | -37.2% | +7.7% | -44.9% | -37.1% |
| 3M | -25.8% | +2.2% | -27.9% | -25.3% |
| 6M | +32.1% | +23.8% | +8.4% | +28.8% |
| All | +32.1% | +23.5% | +8.6% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling