+238.2%
FANG vs D
+3.9%
+234.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +1.2% | -1.6% | +2.8% | +1.5% |
| 30D | +2.4% | -3.5% | +5.9% | +3.0% |
| 3M | +5.1% | -1.6% | +6.7% | +5.3% |
| 6M | +16.4% | +5.8% | +10.6% | +14.8% |
| YTD | +39.0% | +14.5% | +24.5% | +34.9% |
| 1Y | +50.6% | +14.2% | +36.5% | +46.1% |
| 3Y | +46.9% | +59.0% | -12.1% | +31.6% |
| 5Y | +238.2% | +5.4% | +232.9% | +235.0% |
| All | +238.2% | +3.9% | +234.4% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling