+50.0%
EXPE vs FANG
+32.3%
+17.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.9% | +15.5% | +9.2% |
| 7D | +14.6% | -11.3% | +26.0% | +11.4% |
| 30D | +21.4% | -0.7% | +22.1% | +21.2% |
| 3M | +1.4% | -4.2% | +5.5% | +0.9% |
| 6M | +28.6% | -13.5% | +42.1% | +26.7% |
| YTD | +12.1% | +23.7% | -11.6% | +12.9% |
| 1Y | +50.0% | +34.3% | +15.7% | +40.8% |
| All | +50.0% | +32.3% | +17.7% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling