+1,440.5%
FANG vs EME
+2,832.1%
-1,391.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -2.4% |
| 7D | +2.9% | +3.5% | -0.6% | +0.9% |
| 30D | +2.6% | -6.3% | +8.9% | +5.7% |
| 3M | +7.6% | -3.8% | +11.3% | +6.9% |
| 6M | +17.3% | +8.5% | +8.8% | +6.9% |
| YTD | +38.7% | +27.8% | +10.9% | +13.2% |
| 1Y | +51.6% | +22.2% | +29.4% | +23.0% |
| 3Y | +50.0% | +253.5% | -203.5% | -45.4% |
| 5Y | +237.6% | +578.6% | -341.1% | -26.8% |
| 10Y | +180.7% | +1,355.6% | -1,174.9% | -63.5% |
| All | +1,440.5% | +2,832.1% | -1,391.6% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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