+1,422.9%
FANG vs EAT
+702.6%
+720.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.5% |
| 7D | -0.4% | -6.8% | +6.4% | +1.8% |
| 30D | +2.4% | -5.4% | +7.8% | +3.6% |
| 3M | +4.9% | +42.8% | -37.9% | -7.5% |
| 6M | +12.0% | +56.5% | -44.5% | -6.3% |
| YTD | +37.1% | +50.0% | -12.9% | +15.4% |
| 1Y | +52.3% | +38.3% | +14.0% | +29.4% |
| 3Y | +45.0% | +591.6% | -546.7% | -35.9% |
| 5Y | +231.0% | +312.6% | -81.7% | +62.3% |
| 10Y | +177.5% | +381.4% | -204.0% | +1.1% |
| All | +1,422.9% | +702.6% | +720.4% | +352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling