+1,443.7%
FANG vs EL
+83.4%
+1,360.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.1% |
| 7D | +1.2% | -4.4% | +5.6% | +2.5% |
| 30D | +2.4% | +10.3% | -7.9% | -1.4% |
| 3M | +5.1% | +13.4% | -8.3% | -0.3% |
| 6M | +16.4% | +3.1% | +13.3% | +12.0% |
| YTD | +39.0% | -6.9% | +45.9% | +36.5% |
| 1Y | +50.6% | +11.9% | +38.7% | +37.0% |
| 3Y | +46.9% | -33.8% | +80.7% | +50.3% |
| 5Y | +238.2% | -69.0% | +307.2% | +379.0% |
| 10Y | +181.3% | +25.3% | +156.0% | +88.0% |
| All | +1,443.7% | +83.4% | +1,360.3% | +717.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling