+1,397.3%
FANG vs FN
+3,913.8%
-2,516.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -5.0% | -2.5% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | +7.6% | -22.0% | +29.6% | +12.0% |
| 3M | -1.3% | -43.0% | +41.7% | +8.5% |
| 6M | +14.7% | -27.7% | +42.4% | +16.9% |
| YTD | +34.8% | -10.5% | +45.3% | +28.9% |
| 1Y | +42.9% | +12.5% | +30.4% | +27.2% |
| 3Y | +43.8% | +153.8% | -110.0% | -5.3% |
| 5Y | +225.8% | +288.0% | -62.2% | +78.6% |
| 10Y | +171.9% | +906.4% | -734.6% | +13.5% |
| All | +1,397.3% | +3,913.8% | -2,516.5% | +382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling