+181.9%
FANG vs D
+36.8%
+145.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +2.9% | -2.2% | +5.1% | +3.2% |
| 30D | +2.6% | -4.5% | +7.1% | +3.3% |
| 3M | +7.6% | -2.5% | +10.1% | +8.0% |
| 6M | +17.3% | +5.5% | +11.8% | +16.0% |
| YTD | +38.7% | +13.3% | +25.4% | +35.7% |
| 1Y | +51.6% | +11.8% | +39.8% | +48.5% |
| 3Y | +50.0% | +56.7% | -6.8% | +38.2% |
| 5Y | +237.6% | +4.3% | +233.3% | +230.0% |
| All | +181.9% | +36.8% | +145.1% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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