+34.3%
FANG vs EXEL
+92.4%
-58.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.8% |
| 7D | -11.3% | +9.8% | -21.1% | -9.8% |
| 30D | -0.7% | +23.6% | -24.3% | +3.1% |
| 3M | -4.2% | +29.9% | -34.1% | +0.6% |
| 6M | -13.5% | +64.7% | -78.2% | -5.3% |
| YTD | +23.7% | +66.0% | -42.3% | +35.7% |
| 1Y | +34.3% | +92.0% | -57.6% | +51.1% |
| All | +34.3% | +92.4% | -58.1% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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