+231.0%
FANG vs FN
+296.8%
-65.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -0.4% | +5.8% | -6.2% | -0.9% |
| 30D | +2.4% | -20.6% | +23.0% | +4.2% |
| 3M | +4.9% | -28.6% | +33.5% | +7.3% |
| 6M | +12.0% | -20.7% | +32.7% | +12.3% |
| YTD | +37.1% | -8.1% | +45.2% | +33.8% |
| 1Y | +52.3% | +13.3% | +38.9% | +43.0% |
| 3Y | +45.0% | +175.7% | -130.7% | +13.7% |
| 5Y | +231.0% | +297.4% | -66.4% | +132.9% |
| All | +231.0% | +296.8% | -65.9% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling