-12.1%
DOW vs FANG
+161.2%
-173.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.4% | +2.9% | -4.3% | -2.4% |
| 30D | -3.9% | +2.6% | -6.6% | -4.8% |
| 3M | -12.7% | +7.6% | -20.2% | -14.9% |
| 6M | -13.7% | +17.3% | -31.0% | -18.3% |
| YTD | +28.4% | +38.7% | -10.3% | +14.5% |
| 1Y | +21.8% | +51.6% | -29.9% | +5.2% |
| 3Y | -35.7% | +50.0% | -85.7% | -45.1% |
| 5Y | -36.8% | +237.6% | -274.4% | -60.3% |
| All | -12.1% | +161.2% | -173.3% | -45.2% |
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