+267.7%
FANG vs RACE
+647.6%
-380.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.2% |
| 7D | +0.8% | -2.5% | +3.3% | +1.5% |
| 30D | +7.6% | +0.8% | +6.8% | +7.2% |
| 3M | -1.3% | +17.2% | -18.4% | -7.0% |
| 6M | +14.7% | +13.6% | +1.1% | +8.2% |
| YTD | +34.8% | +12.2% | +22.6% | +27.0% |
| 1Y | +42.9% | -16.3% | +59.2% | +48.4% |
| 3Y | +43.8% | +36.4% | +7.3% | +19.3% |
| 5Y | +225.8% | +95.0% | +130.9% | +127.2% |
| 10Y | +171.9% | +813.2% | -641.4% | +22.5% |
| All | +267.7% | +647.6% | -380.0% | +52.1% |
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 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