+51.6%
FANG vs FIVE
+66.5%
-14.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.1% |
| 7D | +2.9% | -3.0% | +5.9% | +2.7% |
| 30D | +2.6% | +2.7% | -0.1% | +2.8% |
| 3M | +7.6% | +21.1% | -13.5% | +8.2% |
| 6M | +17.3% | +11.9% | +5.4% | +17.7% |
| YTD | +38.7% | +29.9% | +8.8% | +37.6% |
| 1Y | +51.6% | +67.8% | -16.2% | +45.7% |
| All | +51.6% | +66.5% | -14.8% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling