+1,440.5%
FANG vs EXEL
+1,069.2%
+371.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | +2.9% | -4.9% | +7.8% | +3.7% |
| 30D | +2.6% | +11.4% | -8.8% | +0.9% |
| 3M | +7.6% | +4.9% | +2.7% | +6.4% |
| 6M | +17.3% | +34.4% | -17.1% | +11.2% |
| YTD | +38.7% | +28.0% | +10.6% | +32.1% |
| 1Y | +51.6% | +43.6% | +8.0% | +41.1% |
| 3Y | +50.0% | +155.2% | -105.2% | +23.6% |
| 5Y | +237.6% | +181.2% | +56.4% | +169.4% |
| 10Y | +180.7% | +368.4% | -187.8% | +107.1% |
| All | +1,440.5% | +1,069.2% | +371.4% | +815.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling