+181.9%
FANG vs ECL
+160.1%
+21.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.1% |
| 7D | +2.9% | -1.1% | +4.0% | +3.4% |
| 30D | +2.6% | -0.8% | +3.4% | +2.8% |
| 3M | +7.6% | +5.0% | +2.5% | +3.9% |
| 6M | +17.3% | +0.2% | +17.1% | +14.8% |
| YTD | +38.7% | +5.8% | +32.9% | +31.2% |
| 1Y | +51.6% | +1.5% | +50.1% | +46.1% |
| 3Y | +50.0% | +55.0% | -5.0% | +8.1% |
| 5Y | +237.6% | +29.3% | +208.3% | +168.2% |
| All | +181.9% | +160.1% | +21.8% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling