+231.0%
FANG vs RACE
+87.3%
+143.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | -0.4% | -2.6% | +2.2% | 0.0% |
| 30D | +2.4% | -1.1% | +3.5% | +2.5% |
| 3M | +4.9% | +12.5% | -7.6% | +2.6% |
| 6M | +12.0% | +17.4% | -5.4% | +8.2% |
| YTD | +37.1% | +10.1% | +27.0% | +33.8% |
| 1Y | +52.3% | -15.1% | +67.4% | +57.6% |
| 3Y | +45.0% | +38.9% | +6.0% | +28.1% |
| 5Y | +231.0% | +90.7% | +140.3% | +180.4% |
| All | +231.0% | +87.3% | +143.7% | +180.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling