+51.6%
FANG vs ESI
+34.2%
+17.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +2.9% | -4.6% | +7.5% | +2.7% |
| 30D | +2.6% | -10.5% | +13.1% | +2.3% |
| 3M | +7.6% | -19.8% | +27.4% | +7.2% |
| 6M | +17.3% | +5.8% | +11.5% | +15.9% |
| YTD | +38.7% | +38.3% | +0.4% | +31.7% |
| 1Y | +51.6% | +31.5% | +20.1% | +44.1% |
| All | +51.6% | +34.2% | +17.5% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling