+12.0%
FANG vs FFIV
+43.7%
-31.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.4% |
| 7D | -0.4% | +3.5% | -3.9% | -0.5% |
| 30D | +2.4% | -1.3% | +3.7% | +2.3% |
| 3M | +4.9% | +2.4% | +2.5% | +4.0% |
| 6M | +12.0% | +41.8% | -29.8% | +10.7% |
| All | +12.0% | +43.7% | -31.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 6mo: compounded portfolio wealth divided by compounded FFIV 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…
6mo analysis · Full analysis span regression · 6 months rolling