+1,422.9%
FANG vs FDS
+248.7%
+1,174.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.7% |
| 7D | -0.4% | -8.8% | +8.4% | +2.8% |
| 30D | +2.4% | -1.4% | +3.8% | +2.6% |
| 3M | +4.9% | +13.9% | -9.0% | -1.7% |
| 6M | +12.0% | +27.4% | -15.4% | -1.1% |
| YTD | +37.1% | -2.5% | +39.6% | +33.6% |
| 1Y | +52.3% | -23.8% | +76.0% | +63.8% |
| 3Y | +45.0% | -32.5% | +77.4% | +61.2% |
| 5Y | +231.0% | -23.2% | +254.2% | +232.8% |
| 10Y | +177.5% | +76.4% | +101.1% | +76.4% |
| All | +1,422.9% | +248.7% | +1,174.2% | +591.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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