+225.6%
FANG vs ECL
+27.6%
+198.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +2.9% | -1.1% | +4.0% | +3.0% |
| 30D | +2.6% | -0.8% | +3.4% | +2.7% |
| 3M | +7.6% | +5.0% | +2.5% | +6.5% |
| 6M | +17.3% | +0.2% | +17.1% | +16.9% |
| YTD | +38.7% | +5.8% | +32.9% | +36.4% |
| 1Y | +51.6% | +1.5% | +50.1% | +50.4% |
| 3Y | +50.0% | +55.0% | -5.0% | +34.1% |
| All | +225.6% | +27.6% | +198.0% | +219.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling