+207.1%
FANG vs COMP
-49.4%
+256.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.4% |
| 7D | -1.7% | +4.1% | -5.8% | -2.0% |
| 30D | +6.8% | -14.5% | +21.3% | +7.6% |
| 3M | +1.3% | +41.8% | -40.5% | -1.5% |
| 6M | +11.8% | +23.6% | -11.8% | +9.0% |
| YTD | +35.1% | +1.7% | +33.4% | +33.2% |
| 1Y | +48.9% | +12.6% | +36.4% | +45.0% |
| 3Y | +42.8% | +221.9% | -179.0% | +23.0% |
| 5Y | +230.3% | -28.1% | +258.4% | +220.5% |
| All | +207.1% | -49.4% | +256.5% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling