+107.7%
COST vs FANG
+232.6%
-124.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | +2.9% | -4.1% | -1.4% |
| 30D | -4.7% | +2.6% | -7.3% | -5.0% |
| 3M | -7.1% | +7.6% | -14.7% | -7.8% |
| 6M | -8.5% | +17.3% | -25.9% | -10.0% |
| YTD | +5.4% | +38.7% | -33.3% | +2.0% |
| 1Y | -5.6% | +51.6% | -57.3% | -9.5% |
| 3Y | +68.5% | +50.0% | +18.5% | +59.1% |
| All | +107.7% | +232.6% | -124.9% | +88.4% |
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