+46.9%
B vs FANG
+1,373.6%
-1,326.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +2.3% | -1.7% | +4.0% | +2.5% |
| 30D | +1.4% | +6.8% | -5.4% | +0.8% |
| 3M | +12.2% | +1.3% | +10.9% | +11.9% |
| 6M | -2.1% | +11.8% | -13.9% | -3.5% |
| YTD | +2.9% | +35.1% | -32.1% | -0.3% |
| 1Y | +55.3% | +48.9% | +6.4% | +49.1% |
| 3Y | +198.7% | +42.8% | +155.9% | +185.8% |
| 5Y | +153.8% | +230.3% | -76.5% | +125.9% |
| 10Y | +193.4% | +167.0% | +26.4% | +145.3% |
| All | +46.9% | +1,373.6% | -1,326.7% | -2.0% |
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