+51.6%
FANG vs FN
+10.7%
+40.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.2% |
| 7D | +2.9% | +1.8% | +1.1% | +2.9% |
| 30D | +2.6% | -27.5% | +30.1% | +2.2% |
| 3M | +7.6% | -28.8% | +36.4% | +7.6% |
| 6M | +17.3% | -20.9% | +38.3% | +19.1% |
| YTD | +38.7% | -8.9% | +47.6% | +41.7% |
| 1Y | +51.6% | +14.5% | +37.2% | +55.4% |
| All | +51.6% | +10.7% | +40.9% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling