+150.2%
ALL vs FANG
+45.3%
+105.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.3% | +2.9% | -5.1% | -2.5% |
| 30D | -0.4% | +2.6% | -3.0% | -0.7% |
| 3M | +16.0% | +7.6% | +8.5% | +15.0% |
| 6M | +24.6% | +17.3% | +7.3% | +22.0% |
| YTD | +23.7% | +38.7% | -15.0% | +18.5% |
| 1Y | +27.7% | +51.6% | -23.9% | +20.9% |
| 3Y | +150.2% | +50.0% | +100.3% | +135.1% |
| All | +150.2% | +45.3% | +105.0% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling