+379.9%
CSCO vs FANG
+182.5%
+197.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +2.7% | +2.9% | -0.2% | +2.3% |
| 30D | -9.5% | +2.6% | -12.1% | -9.9% |
| 3M | -7.6% | +7.6% | -15.2% | -8.8% |
| 6M | +44.9% | +17.3% | +27.6% | +41.0% |
| YTD | +47.7% | +38.7% | +9.0% | +40.0% |
| 1Y | +69.1% | +51.6% | +17.4% | +57.9% |
| 3Y | +113.5% | +50.0% | +63.6% | +97.3% |
| 5Y | +122.8% | +237.6% | -114.8% | +79.6% |
| All | +379.9% | +182.5% | +197.5% | +270.0% |
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 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