+1,317.8%
FTNT vs RACE
+658.9%
+658.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.5% |
| 3M | -25.8% | +2.2% | -27.9% | -27.0% |
| 6M | +32.1% | +23.8% | +8.4% | +17.8% |
| YTD | +49.7% | +13.9% | +35.8% | +37.0% |
| 1Y | +47.6% | +3.8% | +43.8% | +41.3% |
| 3Y | +137.2% | +28.0% | +109.2% | +90.7% |
| 5Y | +74.2% | +64.9% | +9.2% | +20.2% |
| 10Y | +1,824.2% | +780.4% | +1,043.9% | +591.9% |
| All | +1,317.8% | +658.9% | +658.9% | +393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling