+106.0%
FANG vs RACE
+64.4%
+41.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +4.0% | -1.2% | +5.2% | +4.2% |
| 30D | -5.8% | +6.1% | -11.9% | -6.6% |
| 3M | -6.7% | -0.3% | -6.4% | -6.8% |
| 6M | -6.4% | +23.4% | -29.8% | -10.1% |
| YTD | +25.9% | +12.5% | +13.4% | +22.5% |
| 1Y | +31.1% | -0.5% | +31.6% | +31.2% |
| 3Y | +31.3% | +23.6% | +7.7% | +21.0% |
| All | +106.0% | +64.4% | +41.6% | +80.5% |
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 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