+1,299.0%
FANG vs ES
+201.1%
+1,098.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +4.0% | +2.7% | +1.3% | +3.6% |
| 30D | -5.8% | +7.6% | -13.3% | -6.7% |
| 3M | -6.7% | +0.5% | -7.2% | -6.8% |
| 6M | -6.4% | +7.6% | -14.0% | -7.7% |
| YTD | +25.9% | +10.2% | +15.7% | +23.6% |
| 1Y | +31.1% | +1.8% | +29.3% | +30.0% |
| 3Y | +31.3% | +55.4% | -24.0% | +21.4% |
| 5Y | +108.3% | +7.3% | +101.0% | +102.1% |
| 10Y | +156.4% | +96.4% | +60.0% | +123.0% |
| All | +1,299.0% | +201.1% | +1,098.0% | +858.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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