+238.2%
FANG vs ACWI
+65.2%
+173.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.0% |
| 7D | +1.2% | -1.9% | +3.2% | +2.7% |
| 30D | +2.4% | -1.3% | +3.7% | +3.3% |
| 3M | +5.1% | +5.0% | +0.1% | +0.3% |
| 6M | +16.4% | +11.7% | +4.7% | +4.1% |
| YTD | +39.0% | +13.0% | +26.0% | +22.6% |
| 1Y | +50.6% | +19.2% | +31.4% | +25.7% |
| 3Y | +46.9% | +75.0% | -28.1% | -15.4% |
| 5Y | +238.2% | +67.1% | +171.2% | +113.1% |
| All | +238.2% | +65.2% | +173.1% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 5y: compounded portfolio wealth divided by compounded ACWI 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…
5y analysis · Full analysis span regression · 6 months rolling