+1,299.0%
FANG vs ACWI
+339.8%
+959.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.8% |
| 7D | +4.0% | +2.4% | +1.6% | +0.8% |
| 30D | -5.8% | -1.7% | -4.1% | -4.3% |
| 3M | -6.7% | -3.9% | -2.8% | -2.9% |
| 6M | -6.4% | +0.8% | -7.2% | -9.4% |
| YTD | +25.9% | +11.0% | +14.9% | +5.2% |
| 1Y | +31.1% | +13.1% | +18.0% | +6.6% |
| 3Y | +31.3% | +73.9% | -42.5% | -41.4% |
| 5Y | +108.3% | +59.0% | +49.3% | +4.1% |
| 10Y | +156.4% | +224.4% | -68.0% | -46.8% |
| All | +1,299.0% | +339.8% | +959.3% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling