+225.6%
FANG vs EAT
+313.1%
-87.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +2.9% | -7.7% | +10.6% | +3.8% |
| 30D | +2.6% | -13.6% | +16.2% | +4.3% |
| 3M | +7.6% | +33.9% | -26.3% | +3.4% |
| 6M | +17.3% | +47.2% | -29.9% | +10.4% |
| YTD | +38.7% | +48.1% | -9.4% | +29.9% |
| 1Y | +51.6% | +33.7% | +18.0% | +43.7% |
| 3Y | +50.0% | +595.8% | -545.8% | +5.3% |
| All | +225.6% | +313.1% | -87.5% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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