+493.7%
EW vs FANG
+1,395.6%
-901.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -5.1% | -0.4% | -4.7% | -5.1% |
| 30D | -6.4% | +2.4% | -8.8% | -6.7% |
| 3M | -1.6% | +4.9% | -6.4% | -2.3% |
| 6M | +2.3% | +12.0% | -9.8% | +0.4% |
| YTD | +1.1% | +37.1% | -36.0% | -3.4% |
| 1Y | +8.0% | +52.3% | -44.3% | +1.7% |
| 3Y | +16.3% | +45.0% | -28.6% | +8.4% |
| 5Y | -29.4% | +231.0% | -260.4% | -42.5% |
| 10Y | +125.6% | +177.5% | -51.9% | +64.3% |
| All | +493.7% | +1,395.6% | -901.9% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling