-40.7%
DIS vs FANG
+228.0%
-268.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +2.2% | +2.4% | -0.2% | +1.7% |
| 3M | +8.1% | +5.1% | +3.1% | +6.6% |
| 6M | +5.2% | +16.4% | -11.2% | +0.4% |
| YTD | -6.3% | +39.0% | -45.2% | -14.5% |
| 1Y | -7.3% | +50.6% | -57.9% | -17.4% |
| 3Y | +33.8% | +46.9% | -13.1% | +17.2% |
| 5Y | -40.7% | +238.2% | -279.0% | -59.1% |
| All | -40.7% | +228.0% | -268.7% | -59.1% |
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