+225.6%
FANG vs EL
-69.0%
+294.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +2.9% | -6.5% | +9.4% | +3.8% |
| 30D | +2.6% | +11.1% | -8.5% | +0.8% |
| 3M | +7.6% | +10.7% | -3.1% | +5.6% |
| 6M | +17.3% | +6.9% | +10.5% | +15.1% |
| YTD | +38.7% | -6.3% | +45.0% | +38.4% |
| 1Y | +51.6% | +13.5% | +38.2% | +45.2% |
| 3Y | +50.0% | -33.1% | +83.0% | +50.7% |
| All | +225.6% | -69.0% | +294.6% | +314.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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