+361.5%
ALL vs FANG
+182.5%
+179.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.3% | +2.9% | -5.1% | -2.7% |
| 30D | -0.4% | +2.6% | -3.0% | -0.9% |
| 3M | +16.0% | +7.6% | +8.5% | +14.4% |
| 6M | +24.6% | +17.3% | +7.3% | +20.7% |
| YTD | +23.7% | +38.7% | -15.0% | +16.3% |
| 1Y | +27.7% | +51.6% | -23.9% | +18.2% |
| 3Y | +150.2% | +50.0% | +100.3% | +127.7% |
| 5Y | +117.1% | +237.6% | -120.5% | +68.8% |
| All | +361.5% | +182.5% | +179.1% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling