+181.9%
FANG vs EFV
+169.9%
+12.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.6% |
| 7D | +2.9% | -0.8% | +3.7% | +3.9% |
| 30D | +2.6% | +0.6% | +2.0% | +1.6% |
| 3M | +7.6% | +7.5% | 0.0% | -3.0% |
| 6M | +17.3% | +13.0% | +4.3% | -3.7% |
| YTD | +38.7% | +18.3% | +20.4% | +6.0% |
| 1Y | +51.6% | +26.7% | +24.9% | +4.8% |
| 3Y | +50.0% | +89.6% | -39.6% | -44.3% |
| 5Y | +237.6% | +98.2% | +139.3% | +16.4% |
| All | +181.9% | +169.9% | +12.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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