+1,764.6%
FTNT vs RACE
+647.6%
+1,117.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 6M | +88.8% | +13.6% | +75.2% | +75.0% |
| YTD | +96.8% | +12.2% | +84.6% | +82.4% |
| 1Y | +104.5% | -16.3% | +120.7% | +115.9% |
| 3Y | +156.8% | +36.4% | +120.3% | +99.0% |
| 5Y | +144.1% | +95.0% | +49.1% | +56.5% |
| 10Y | +2,021.8% | +813.2% | +1,208.5% | +659.0% |
| All | +1,764.6% | +647.6% | +1,117.0% | +556.6% |
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