+1,397.3%
FANG vs CAPR
-81.2%
+1,478.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | +7.6% | +139.2% | -131.6% | +4.4% |
| 3M | -1.3% | -66.4% | +65.1% | -0.2% |
| 6M | +14.7% | -63.1% | +77.8% | +15.4% |
| YTD | +34.8% | -67.4% | +102.2% | +36.0% |
| 1Y | +42.9% | +58.2% | -15.3% | +28.6% |
| 3Y | +43.8% | +42.2% | +1.6% | +23.8% |
| 5Y | +225.8% | +87.3% | +138.6% | +172.1% |
| 10Y | +171.9% | -75.3% | +247.1% | +107.0% |
| All | +1,397.3% | -81.2% | +1,478.5% | +1,026.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling