+181.9%
FANG vs FIVE
+491.7%
-309.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +2.9% | -3.0% | +5.9% | +3.6% |
| 30D | +2.6% | +2.7% | -0.1% | +1.7% |
| 3M | +7.6% | +21.1% | -13.5% | +1.9% |
| 6M | +17.3% | +11.9% | +5.4% | +12.0% |
| YTD | +38.7% | +29.9% | +8.8% | +27.0% |
| 1Y | +51.6% | +67.8% | -16.2% | +29.1% |
| 3Y | +50.0% | +52.8% | -2.8% | +21.4% |
| 5Y | +237.6% | +31.3% | +206.2% | +172.1% |
| All | +181.9% | +491.7% | -309.8% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling