+186.7%
F vs FANG
+1,370.4%
-1,183.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.9% |
| 7D | +5.3% | +0.8% | +4.5% | +5.1% |
| 30D | +4.6% | +7.6% | -3.0% | +2.6% |
| 3M | -3.7% | -1.3% | -2.4% | -3.8% |
| 6M | +16.8% | +14.7% | +2.2% | +11.4% |
| YTD | +15.3% | +34.8% | -19.5% | +5.2% |
| 1Y | +31.0% | +42.9% | -11.9% | +17.4% |
| 3Y | +45.4% | +43.8% | +1.7% | +28.0% |
| 5Y | +54.7% | +225.8% | -171.2% | +10.1% |
| 10Y | +98.2% | +171.9% | -73.6% | +22.7% |
| All | +186.7% | +1,370.4% | -1,183.7% | +25.7% |
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