+1,440.5%
FANG vs EFV
+212.3%
+1,228.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.5% |
| 7D | +2.9% | -0.8% | +3.7% | +3.9% |
| 30D | +2.6% | +0.6% | +2.0% | +1.7% |
| 3M | +7.6% | +7.5% | 0.0% | -2.4% |
| 6M | +17.3% | +13.0% | +4.3% | -2.3% |
| YTD | +38.7% | +18.3% | +20.4% | +8.2% |
| 1Y | +51.6% | +26.7% | +24.9% | +7.9% |
| 3Y | +50.0% | +89.6% | -39.6% | -39.0% |
| 5Y | +237.6% | +98.2% | +139.3% | +29.1% |
| 10Y | +180.7% | +167.4% | +13.3% | -14.7% |
| All | +1,440.5% | +212.3% | +1,228.2% | +324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling