+43.0%
EXC vs FANG
+232.6%
-189.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.1% | +2.9% | -4.0% | -1.3% |
| 30D | -3.6% | +2.6% | -6.3% | -3.8% |
| 3M | -4.3% | +7.6% | -11.8% | -4.7% |
| 6M | -9.9% | +17.3% | -27.3% | -11.0% |
| YTD | +1.8% | +38.7% | -36.9% | -0.5% |
| 1Y | +2.9% | +51.6% | -48.8% | -0.1% |
| 3Y | +19.1% | +50.0% | -30.9% | +13.9% |
| All | +43.0% | +232.6% | -189.6% | +27.4% |
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 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