+49.5%
EQT vs FANG
+183.1%
-133.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.6% |
| 30D | +1.1% | +2.4% | -1.3% | +0.2% |
| 3M | +4.8% | +5.1% | -0.3% | +2.7% |
| 6M | -10.6% | +16.4% | -27.0% | -16.0% |
| YTD | +3.4% | +39.0% | -35.5% | -9.0% |
| 1Y | +8.7% | +50.6% | -42.0% | -7.2% |
| 3Y | +35.0% | +46.9% | -12.0% | +14.1% |
| 5Y | +204.2% | +238.2% | -34.0% | +100.2% |
| All | +49.5% | +183.1% | -133.5% | +8.1% |
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 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