+190.8%
EQT vs FANG
+232.6%
-41.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.0% | +2.9% | -4.9% | -3.5% |
| 30D | 0.0% | +2.6% | -2.6% | -1.5% |
| 3M | +5.9% | +7.6% | -1.6% | +1.3% |
| 6M | -14.8% | +17.3% | -32.1% | -23.1% |
| YTD | +1.8% | +38.7% | -36.9% | -17.0% |
| 1Y | +7.4% | +51.6% | -44.3% | -17.0% |
| 3Y | +33.6% | +50.0% | -16.3% | -2.1% |
| All | +190.8% | +232.6% | -41.8% | +20.7% |
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