+34.3%
FANG vs ECL
+23.8%
+10.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.4% | -8.3% | -3.3% |
| 7D | -11.3% | +7.7% | -19.0% | -8.1% |
| 30D | -0.7% | +13.7% | -14.3% | +5.4% |
| 3M | -4.2% | +11.6% | -15.7% | +1.0% |
| 6M | -13.5% | +23.9% | -37.4% | -4.4% |
| YTD | +23.7% | +21.0% | +2.8% | +35.3% |
| 1Y | +34.3% | +23.1% | +11.2% | +47.6% |
| All | +34.3% | +23.8% | +10.6% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling