+62.5%
EWZ vs FANG
+223.6%
-161.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | +8.2% | +2.4% | +5.8% | +7.6% |
| 3M | +13.3% | +4.9% | +8.4% | +11.7% |
| 6M | +3.6% | +12.0% | -8.4% | -0.2% |
| YTD | +21.0% | +37.1% | -16.1% | +10.5% |
| 1Y | +34.7% | +52.3% | -17.6% | +19.5% |
| 3Y | +48.3% | +45.0% | +3.3% | +29.1% |
| All | +62.5% | +223.6% | -161.1% | +13.0% |
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