+243.5%
FANG vs RACE
+649.8%
-406.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +4.0% | -1.2% | +5.2% | +4.4% |
| 30D | -5.8% | +6.1% | -11.9% | -7.7% |
| 3M | -6.7% | -0.3% | -6.4% | -7.0% |
| 6M | -6.4% | +23.4% | -29.8% | -13.8% |
| YTD | +25.9% | +12.5% | +13.4% | +18.1% |
| 1Y | +31.1% | -0.5% | +31.6% | +28.3% |
| 3Y | +31.3% | +23.6% | +7.7% | +13.4% |
| 5Y | +108.3% | +65.4% | +42.9% | +55.8% |
| 10Y | +156.4% | +715.5% | -559.1% | +18.1% |
| All | +243.5% | +649.8% | -406.2% | +41.5% |
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 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