+1,440.5%
FANG vs CBOE
+1,054.4%
+386.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | +2.9% | -5.8% | +8.7% | +4.8% |
| 30D | +2.6% | -3.1% | +5.8% | +3.4% |
| 3M | +7.6% | -4.8% | +12.3% | +8.5% |
| 6M | +17.3% | -0.6% | +17.9% | +15.5% |
| YTD | +38.7% | +12.8% | +25.9% | +30.6% |
| 1Y | +51.6% | +19.8% | +31.9% | +39.6% |
| 3Y | +50.0% | +86.9% | -37.0% | +12.5% |
| 5Y | +237.6% | +136.5% | +101.0% | +125.5% |
| 10Y | +180.7% | +368.4% | -187.8% | +44.2% |
| All | +1,440.5% | +1,054.4% | +386.2% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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