+1,422.9%
FANG vs EMB
+48.5%
+1,374.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.8% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +2.4% | -0.3% | +2.7% | +2.7% |
| 3M | +4.9% | -0.3% | +5.2% | +4.8% |
| 6M | +12.0% | +0.7% | +11.3% | +9.4% |
| YTD | +37.1% | +1.3% | +35.8% | +32.7% |
| 1Y | +52.3% | +4.7% | +47.6% | +39.9% |
| 3Y | +45.0% | +30.1% | +14.9% | -5.5% |
| 5Y | +231.0% | +6.9% | +224.1% | +209.1% |
| 10Y | +177.5% | +30.7% | +146.7% | +122.0% |
| All | +1,422.9% | +48.5% | +1,374.4% | +912.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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