+1,397.3%
FANG vs D
+121.8%
+1,275.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.8% | +1.5% | -0.7% | +0.5% |
| 30D | +7.6% | -2.6% | +10.2% | +8.1% |
| 3M | -1.3% | 0.0% | -1.3% | -1.3% |
| 6M | +14.7% | +7.4% | +7.3% | +12.8% |
| YTD | +34.8% | +15.9% | +18.9% | +30.6% |
| 1Y | +42.9% | +18.1% | +24.8% | +37.8% |
| 3Y | +43.8% | +58.4% | -14.6% | +29.5% |
| 5Y | +225.8% | +5.2% | +220.6% | +217.0% |
| 10Y | +171.9% | +35.9% | +136.0% | +149.8% |
| All | +1,397.3% | +121.8% | +1,275.5% | +996.0% |
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 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