+136.1%
C vs FANG
+228.0%
-91.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +0.3% | +1.2% | -0.9% | -0.1% |
| 30D | +2.0% | +2.4% | -0.4% | +1.3% |
| 3M | +4.4% | +5.1% | -0.7% | +2.5% |
| 6M | +28.3% | +16.4% | +11.9% | +21.2% |
| YTD | +20.5% | +39.0% | -18.5% | +7.1% |
| 1Y | +45.5% | +50.6% | -5.1% | +25.5% |
| 3Y | +274.0% | +46.9% | +227.1% | +218.4% |
| 5Y | +136.1% | +238.2% | -102.1% | +42.7% |
| All | +136.1% | +228.0% | -91.9% | +42.7% |
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