+1,422.9%
FANG vs FFIV
+308.5%
+1,114.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | -0.1% |
| 7D | -0.4% | +3.5% | -3.9% | -1.8% |
| 30D | +2.4% | -1.3% | +3.7% | +2.7% |
| 3M | +4.9% | +2.4% | +2.5% | +2.8% |
| 6M | +12.0% | +41.8% | -29.8% | -5.3% |
| YTD | +37.1% | +58.5% | -21.4% | +9.3% |
| 1Y | +52.3% | +24.3% | +27.9% | +34.0% |
| 3Y | +45.0% | +152.0% | -107.1% | -9.7% |
| 5Y | +231.0% | +99.1% | +131.8% | +122.1% |
| 10Y | +177.5% | +242.8% | -65.3% | +40.6% |
| All | +1,422.9% | +308.5% | +1,114.4% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling