+1,400.5%
FANG vs FIVE
+625.9%
+774.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.7% | +3.7% | -5.4% | -2.6% |
| 30D | +6.8% | +4.0% | +2.8% | +5.5% |
| 3M | +1.3% | +36.2% | -35.0% | -6.1% |
| 6M | +11.8% | +18.0% | -6.2% | +6.0% |
| YTD | +35.1% | +34.9% | +0.2% | +23.8% |
| 1Y | +48.9% | +67.9% | -19.0% | +28.9% |
| 3Y | +42.8% | +57.3% | -14.5% | +17.3% |
| 5Y | +230.3% | +39.5% | +190.8% | +168.2% |
| 10Y | +167.0% | +496.4% | -329.4% | +56.3% |
| All | +1,400.5% | +625.9% | +774.6% | +773.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling