+1,397.3%
FANG vs ACWI
+356.1%
+1,041.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | +0.5% | +0.3% | +0.1% |
| 30D | +7.6% | +0.9% | +6.7% | +6.2% |
| 3M | -1.3% | +2.4% | -3.7% | -5.2% |
| 6M | +14.7% | +12.4% | +2.3% | -4.3% |
| YTD | +34.8% | +15.2% | +19.6% | +8.4% |
| 1Y | +42.9% | +22.7% | +20.2% | +5.1% |
| 3Y | +43.8% | +75.8% | -32.0% | -36.1% |
| 5Y | +225.8% | +67.7% | +158.1% | +53.1% |
| 10Y | +171.9% | +229.0% | -57.1% | -44.0% |
| All | +1,397.3% | +356.1% | +1,041.2% | +114.3% |
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