+93.5%
FANG vs FGI
-69.8%
+163.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -1.7% | +5.2% | -6.9% | -1.8% |
| 30D | +6.8% | +65.2% | -58.4% | +5.4% |
| 3M | +1.3% | +30.2% | -28.9% | +0.2% |
| 6M | +11.8% | +87.8% | -76.0% | +8.4% |
| YTD | +35.1% | +32.5% | +2.6% | +32.0% |
| 1Y | +48.9% | +93.6% | -44.7% | +39.7% |
| 3Y | +42.8% | -2.6% | +45.4% | +35.0% |
| All | +93.5% | -69.8% | +163.3% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling