+215.3%
FANG vs COMP
-50.5%
+265.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.4% |
| 7D | +2.9% | -5.5% | +8.4% | +3.2% |
| 30D | +2.6% | -17.4% | +20.1% | +3.6% |
| 3M | +7.6% | +24.4% | -16.8% | +5.5% |
| 6M | +17.3% | +21.8% | -4.5% | +14.4% |
| YTD | +38.7% | -0.6% | +39.2% | +36.9% |
| 1Y | +51.6% | +11.5% | +40.2% | +47.7% |
| 3Y | +50.0% | +220.4% | -170.5% | +29.0% |
| 5Y | +237.6% | -26.6% | +264.1% | +225.1% |
| All | +215.3% | -50.5% | +265.8% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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