+1,299.0%
FANG vs D
+127.9%
+1,171.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +4.0% | -1.4% | +5.4% | +4.3% |
| 30D | -5.8% | +7.7% | -13.5% | -7.2% |
| 3M | -6.7% | -0.3% | -6.4% | -6.8% |
| 6M | -6.4% | +10.1% | -16.5% | -8.4% |
| YTD | +25.9% | +19.1% | +6.9% | +21.3% |
| 1Y | +31.1% | +15.9% | +15.2% | +26.9% |
| 3Y | +31.3% | +75.0% | -43.7% | +16.1% |
| 5Y | +108.3% | +13.4% | +94.9% | +99.9% |
| 10Y | +156.4% | +47.5% | +108.9% | +129.8% |
| All | +1,299.0% | +127.9% | +1,171.1% | +917.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling