+451.8%
EXPE vs FANG
+1,395.6%
-943.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -11.5% | -0.4% | -11.1% | -11.4% |
| 30D | -13.1% | +2.4% | -15.5% | -13.7% |
| 3M | +18.1% | +4.9% | +13.3% | +15.7% |
| 6M | +13.3% | +12.0% | +1.2% | +8.1% |
| YTD | -3.2% | +37.1% | -40.3% | -13.0% |
| 1Y | +26.1% | +52.3% | -26.1% | +9.7% |
| 3Y | +151.7% | +45.0% | +106.8% | +117.7% |
| 5Y | +88.3% | +231.0% | -142.6% | +25.2% |
| 10Y | +158.0% | +177.5% | -19.4% | +39.3% |
| All | +451.8% | +1,395.6% | -943.8% | +98.3% |
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