+19.7%
EXC vs FANG
+45.6%
-25.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | -2.4% | +2.4% | -4.8% | -2.4% |
| 3M | -4.0% | +5.1% | -9.0% | -4.0% |
| 6M | -9.8% | +16.4% | -26.2% | -9.9% |
| YTD | +2.3% | +39.0% | -36.7% | +1.9% |
| 1Y | +3.8% | +50.6% | -46.8% | +3.4% |
| All | +19.7% | +45.6% | -25.8% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling