+741.2%
ALL vs FANG
+1,395.6%
-654.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.2% |
| 7D | -2.2% | -0.4% | -1.8% | -2.2% |
| 30D | -5.6% | +2.4% | -8.0% | -6.0% |
| 3M | +17.2% | +4.9% | +12.4% | +16.2% |
| 6M | +23.2% | +12.0% | +11.2% | +20.5% |
| YTD | +23.6% | +37.1% | -13.5% | +16.9% |
| 1Y | +29.2% | +52.3% | -23.1% | +20.0% |
| 3Y | +153.8% | +45.0% | +108.9% | +133.7% |
| 5Y | +116.1% | +231.0% | -114.9% | +71.7% |
| 10Y | +364.8% | +177.5% | +187.3% | +228.1% |
| All | +741.2% | +1,395.6% | -654.4% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling