+321.1%
EWY vs FANG
+1,412.9%
-1,091.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | +2.9% | -3.0% | -0.5% |
| 30D | +7.3% | +2.6% | +4.7% | +6.8% |
| 3M | -5.1% | +7.6% | -12.7% | -6.6% |
| 6M | +42.1% | +17.3% | +24.7% | +37.3% |
| YTD | +94.1% | +38.7% | +55.4% | +82.4% |
| 1Y | +147.8% | +51.6% | +96.2% | +129.1% |
| 3Y | +222.9% | +50.0% | +173.0% | +194.1% |
| 5Y | +150.6% | +237.6% | -86.9% | +96.5% |
| 10Y | +304.4% | +180.7% | +123.7% | +187.6% |
| All | +321.1% | +1,412.9% | -1,091.7% | +145.3% |
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 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