+181.9%
FANG vs DGX
+255.3%
-73.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | +2.9% | -0.9% | +3.8% | +3.1% |
| 30D | +2.6% | -1.2% | +3.8% | +2.9% |
| 3M | +7.6% | +15.8% | -8.2% | +3.3% |
| 6M | +17.3% | +18.2% | -0.9% | +11.8% |
| YTD | +38.7% | +37.2% | +1.5% | +26.4% |
| 1Y | +51.6% | +30.4% | +21.3% | +39.9% |
| 3Y | +50.0% | +96.7% | -46.7% | +20.5% |
| 5Y | +237.6% | +67.2% | +170.4% | +180.1% |
| All | +181.9% | +255.3% | -73.4% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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