+292.4%
C vs FANG
+182.5%
+109.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | +2.9% | -2.1% | -0.1% |
| 30D | +0.9% | +2.6% | -1.7% | 0.0% |
| 3M | +1.1% | +7.6% | -6.5% | -2.0% |
| 6M | +28.4% | +17.3% | +11.1% | +19.7% |
| YTD | +20.8% | +38.7% | -17.9% | +5.6% |
| 1Y | +43.4% | +51.6% | -8.2% | +21.1% |
| 3Y | +274.9% | +50.0% | +224.9% | +210.5% |
| 5Y | +136.7% | +237.6% | -100.9% | +41.0% |
| All | +292.4% | +182.5% | +109.9% | +89.9% |
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