+50.6%
FANG vs FGI
+126.2%
-75.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.1% | +1.4% |
| 7D | +1.2% | +22.8% | -21.6% | +1.3% |
| 30D | +2.4% | +85.9% | -83.5% | +2.7% |
| 3M | +5.1% | +32.4% | -27.3% | +5.3% |
| 6M | +16.4% | +106.3% | -89.9% | +16.3% |
| YTD | +39.0% | +48.4% | -9.5% | +39.4% |
| 1Y | +50.6% | +116.4% | -65.7% | +47.4% |
| All | +50.6% | +126.2% | -75.6% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling