+1,428.3%
FTNT vs RACE
+658.2%
+770.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -1.0% | -3.9% | +2.9% | +0.8% |
| 30D | -33.6% | +6.8% | -40.4% | -35.8% |
| 3M | -20.9% | +1.3% | -22.2% | -21.9% |
| 6M | +11.0% | +26.3% | -15.3% | -2.0% |
| YTD | +61.3% | +13.8% | +47.5% | +47.8% |
| 1Y | +53.1% | -0.5% | +53.6% | +49.7% |
| 3Y | +152.1% | +25.6% | +126.4% | +104.7% |
| 5Y | +90.1% | +67.6% | +22.5% | +30.2% |
| 10Y | +1,910.4% | +724.7% | +1,185.7% | +637.6% |
| All | +1,428.3% | +658.2% | +770.1% | +432.2% |
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