+31.1%
EWZ vs FANG
+1,370.4%
-1,339.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +6.5% | +0.8% | +5.7% | +6.3% |
| 30D | +4.8% | +7.6% | -2.8% | +2.8% |
| 3M | +9.9% | -1.3% | +11.2% | +9.7% |
| 6M | +1.9% | +14.7% | -12.7% | -2.9% |
| YTD | +20.3% | +34.8% | -14.5% | +9.5% |
| 1Y | +35.6% | +42.9% | -7.3% | +21.2% |
| 3Y | +43.4% | +43.8% | -0.3% | +24.7% |
| 5Y | +55.9% | +225.8% | -169.9% | +5.4% |
| 10Y | +84.2% | +171.9% | -87.7% | +6.6% |
| All | +31.1% | +1,370.4% | -1,339.4% | -43.1% |
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