+1,443.7%
FANG vs ETR
+427.2%
+1,016.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +1.2% | -1.9% | +3.1% | +1.9% |
| 30D | +2.4% | -0.2% | +2.6% | +2.4% |
| 3M | +5.1% | -3.7% | +8.8% | +6.3% |
| 6M | +16.4% | +2.1% | +14.3% | +14.6% |
| YTD | +39.0% | +16.5% | +22.5% | +30.1% |
| 1Y | +50.6% | +22.5% | +28.1% | +38.1% |
| 3Y | +46.9% | +144.7% | -97.7% | +1.2% |
| 5Y | +238.2% | +125.2% | +113.0% | +137.1% |
| 10Y | +181.3% | +296.9% | -115.6% | +82.6% |
| All | +1,443.7% | +427.2% | +1,016.5% | +793.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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