+86.4%
F vs FANG
+182.5%
-96.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -4.4% | +2.9% | -7.3% | -5.2% |
| 30D | +1.0% | +2.6% | -1.6% | +0.3% |
| 3M | -4.0% | +7.6% | -11.6% | -6.2% |
| 6M | +18.1% | +17.3% | +0.8% | +11.5% |
| YTD | +10.2% | +38.7% | -28.5% | -1.0% |
| 1Y | +24.3% | +51.6% | -27.3% | +8.7% |
| 3Y | +38.1% | +50.0% | -11.9% | +18.8% |
| 5Y | +50.2% | +237.6% | -187.3% | +2.9% |
| All | +86.4% | +182.5% | -96.0% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling