+225.6%
FANG vs ED
+67.9%
+157.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 3M | +7.6% | +0.5% | +7.1% | +7.5% |
| 6M | +17.3% | -3.1% | +20.5% | +17.6% |
| YTD | +38.7% | +9.8% | +28.8% | +37.5% |
| 1Y | +51.6% | +12.6% | +39.1% | +50.0% |
| 3Y | +50.0% | +31.4% | +18.6% | +41.5% |
| All | +225.6% | +67.9% | +157.6% | +201.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling