+181.9%
FANG vs CAPR
-78.4%
+260.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +2.9% | -11.0% | +13.8% | +3.3% |
| 30D | +2.6% | +99.8% | -97.1% | -0.3% |
| 3M | +7.6% | -66.6% | +74.1% | +9.0% |
| 6M | +17.3% | -75.1% | +92.4% | +19.8% |
| YTD | +38.7% | -71.0% | +109.7% | +40.6% |
| 1Y | +51.6% | +30.0% | +21.7% | +34.5% |
| 3Y | +50.0% | +29.0% | +21.0% | +23.7% |
| 5Y | +237.6% | +70.8% | +166.7% | +166.1% |
| All | +181.9% | -78.4% | +260.3% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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