+89.4%
EWZ vs FANG
+182.5%
-93.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.9% | +2.9% | -2.0% | +0.1% |
| 30D | +12.8% | +2.6% | +10.2% | +12.0% |
| 3M | +10.8% | +7.6% | +3.2% | +8.2% |
| 6M | +2.5% | +17.3% | -14.8% | -2.9% |
| YTD | +21.4% | +38.7% | -17.3% | +9.6% |
| 1Y | +32.8% | +51.6% | -18.9% | +16.8% |
| 3Y | +45.2% | +50.0% | -4.8% | +24.6% |
| 5Y | +63.0% | +237.6% | -174.6% | +8.4% |
| All | +89.4% | +182.5% | -93.1% | +7.4% |
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