+156.4%
B vs FANG
+232.6%
-76.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | +2.9% | -5.3% | -2.7% |
| 30D | +6.3% | +2.6% | +3.7% | +6.0% |
| 3M | +12.1% | +7.6% | +4.6% | +11.1% |
| 6M | -3.1% | +17.3% | -20.4% | -5.8% |
| YTD | +2.0% | +38.7% | -36.7% | -3.4% |
| 1Y | +51.7% | +51.6% | 0.0% | +41.6% |
| 3Y | +190.5% | +50.0% | +140.5% | +167.7% |
| All | +156.4% | +232.6% | -76.2% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling