+1,400.5%
FANG vs FE
+86.9%
+1,313.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -1.7% | +0.6% | -2.4% | -1.9% |
| 30D | +6.8% | -2.1% | +8.9% | +7.3% |
| 3M | +1.3% | +2.6% | -1.3% | +0.5% |
| 6M | +11.8% | -6.8% | +18.6% | +13.6% |
| YTD | +35.1% | +6.9% | +28.2% | +32.1% |
| 1Y | +48.9% | +11.6% | +37.4% | +43.8% |
| 3Y | +42.8% | +47.7% | -4.9% | +25.6% |
| 5Y | +230.3% | +46.2% | +184.1% | +189.6% |
| 10Y | +167.0% | +109.2% | +57.8% | +122.5% |
| All | +1,400.5% | +86.9% | +1,313.6% | +1,136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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