+51.6%
FANG vs ED
+13.4%
+38.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +2.6% | -0.4% | +3.0% | +2.7% |
| 3M | +7.6% | +0.5% | +7.1% | +7.7% |
| 6M | +17.3% | -3.1% | +20.5% | +18.4% |
| YTD | +38.7% | +9.8% | +28.8% | +36.7% |
| 1Y | +51.6% | +12.6% | +39.1% | +46.5% |
| All | +51.6% | +13.4% | +38.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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