+436.9%
FANG vs ESI
+208.0%
+228.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +3.1% |
| 7D | +1.2% | -2.3% | +3.5% | +2.0% |
| 30D | +2.4% | -9.0% | +11.4% | +5.8% |
| 3M | +5.1% | -13.3% | +18.3% | +8.7% |
| 6M | +16.4% | +5.3% | +11.1% | +8.8% |
| YTD | +39.0% | +37.6% | +1.3% | +14.6% |
| 1Y | +50.6% | +33.6% | +17.0% | +24.7% |
| 3Y | +46.9% | +75.8% | -28.8% | +4.9% |
| 5Y | +238.2% | +68.6% | +169.7% | +139.1% |
| 10Y | +181.3% | +301.8% | -120.5% | +40.3% |
| All | +436.9% | +208.0% | +228.8% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling