-29.3%
EW vs FANG
+232.6%
-261.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -6.2% | +2.9% | -9.0% | -6.3% |
| 30D | -9.3% | +2.6% | -11.9% | -9.5% |
| 3M | -1.6% | +7.6% | -9.2% | -2.1% |
| 6M | -0.8% | +17.3% | -18.2% | -2.0% |
| YTD | -1.0% | +38.7% | -39.7% | -3.3% |
| 1Y | +8.2% | +51.6% | -43.5% | +4.9% |
| 3Y | +12.7% | +50.0% | -37.3% | +7.2% |
| All | -29.3% | +232.6% | -261.9% | -32.3% |
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