+437.3%
C vs FANG
+1,373.6%
-936.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.2% | -1.7% | +4.9% | +3.7% |
| 30D | +1.3% | +6.8% | -5.5% | -0.8% |
| 3M | +3.1% | +1.3% | +1.8% | +2.0% |
| 6M | +29.6% | +11.8% | +17.8% | +23.3% |
| YTD | +19.0% | +35.1% | -16.1% | +6.1% |
| 1Y | +45.6% | +48.9% | -3.3% | +25.4% |
| 3Y | +269.3% | +42.8% | +226.5% | +216.1% |
| 5Y | +131.6% | +230.3% | -98.7% | +46.7% |
| 10Y | +286.5% | +167.0% | +119.5% | +106.2% |
| All | +437.3% | +1,373.6% | -936.3% | +86.0% |
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