+50.3%
FANG vs RACE
+40.4%
+9.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | +1.2% | -2.2% | +3.4% | +1.3% |
| 30D | +2.4% | -0.4% | +2.8% | +2.4% |
| 3M | +5.1% | +17.9% | -12.8% | +3.9% |
| 6M | +16.4% | +19.3% | -2.9% | +14.8% |
| YTD | +39.0% | +11.9% | +27.1% | +37.9% |
| 1Y | +50.6% | -12.7% | +63.4% | +56.0% |
| All | +50.3% | +40.4% | +9.9% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling