+48.2%
FANG vs FGI
-1.2%
+49.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.5% |
| 7D | -0.4% | +14.7% | -15.1% | -0.4% |
| 30D | +2.4% | +67.0% | -64.6% | +2.0% |
| 3M | +4.9% | +31.0% | -26.1% | +4.6% |
| 6M | +12.0% | +126.8% | -114.8% | +10.4% |
| YTD | +37.1% | +35.6% | +1.5% | +36.1% |
| 1Y | +52.3% | +108.9% | -56.7% | +47.1% |
| All | +48.2% | -1.2% | +49.5% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling