+1,422.9%
FANG vs ECL
+385.3%
+1,037.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.7% |
| 7D | -0.4% | -2.7% | +2.4% | +1.2% |
| 30D | +2.4% | -4.3% | +6.7% | +4.8% |
| 3M | +4.9% | +3.2% | +1.7% | +1.8% |
| 6M | +12.0% | -2.9% | +14.9% | +11.4% |
| YTD | +37.1% | +4.3% | +32.8% | +30.0% |
| 1Y | +52.3% | +1.6% | +50.6% | +45.7% |
| 3Y | +45.0% | +54.3% | -9.3% | +1.7% |
| 5Y | +231.0% | +26.5% | +204.5% | +157.5% |
| 10Y | +177.5% | +155.6% | +21.9% | +24.3% |
| All | +1,422.9% | +385.3% | +1,037.6% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling