+162.4%
EXPE vs FANG
+45.3%
+117.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -5.8% | +2.9% | -8.7% | -6.2% |
| 30D | -13.6% | +2.6% | -16.2% | -14.1% |
| 3M | +25.2% | +7.6% | +17.6% | +22.9% |
| 6M | +22.3% | +17.3% | +5.0% | +16.0% |
| YTD | -0.3% | +38.7% | -39.0% | -10.6% |
| 1Y | +27.8% | +51.6% | -23.8% | +10.5% |
| 3Y | +162.4% | +50.0% | +112.5% | +118.8% |
| All | +162.4% | +45.3% | +117.2% | +118.8% |
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 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