+225.6%
FANG vs EXEL
+180.6%
+45.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | +2.9% | -4.9% | +7.8% | +3.2% |
| 30D | +2.6% | +11.4% | -8.8% | +2.0% |
| 3M | +7.6% | +4.9% | +2.7% | +7.1% |
| 6M | +17.3% | +34.4% | -17.1% | +14.5% |
| YTD | +38.7% | +28.0% | +10.6% | +35.7% |
| 1Y | +51.6% | +43.6% | +8.0% | +46.3% |
| 3Y | +50.0% | +155.2% | -105.2% | +30.7% |
| All | +225.6% | +180.6% | +45.0% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling