+238.2%
FANG vs CAPR
+66.0%
+172.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.4% |
| 7D | +1.2% | -10.6% | +11.8% | +1.4% |
| 30D | +2.4% | +111.2% | -108.8% | +1.0% |
| 3M | +5.1% | -67.2% | +72.3% | +5.7% |
| 6M | +16.4% | -75.1% | +91.6% | +17.5% |
| YTD | +39.0% | -71.2% | +110.2% | +39.8% |
| 1Y | +50.6% | +31.1% | +19.5% | +43.3% |
| 3Y | +46.9% | +31.3% | +15.6% | +28.4% |
| 5Y | +238.2% | +69.4% | +168.9% | +166.0% |
| All | +238.2% | +66.0% | +172.2% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling