+155.7%
FANG vs FN
+763.2%
-607.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.1% |
| 7D | +2.1% | +20.8% | -18.6% | -1.8% |
| 30D | -7.5% | -17.3% | +9.8% | -5.2% |
| 3M | -8.2% | -38.1% | +29.9% | -1.6% |
| 6M | -6.4% | -44.2% | +37.8% | +0.5% |
| YTD | +24.1% | -22.3% | +46.4% | +19.2% |
| 1Y | +28.5% | -20.9% | +49.4% | +21.8% |
| 3Y | +29.8% | +111.1% | -81.3% | -15.3% |
| 5Y | +105.2% | +191.8% | -86.6% | +11.9% |
| All | +155.7% | +763.2% | -607.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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