+1,238.4%
FANG vs FN
+3,333.7%
-2,095.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.9% |
| 7D | -7.4% | -4.1% | -3.3% | -7.1% |
| 30D | -7.3% | -28.3% | +21.0% | -2.4% |
| 3M | -10.0% | -33.9% | +23.9% | -4.9% |
| 6M | -4.6% | -43.9% | +39.3% | +2.3% |
| YTD | +20.5% | -23.4% | +43.9% | +16.5% |
| 1Y | +26.0% | -25.4% | +51.4% | +21.6% |
| 3Y | +26.0% | +107.9% | -81.9% | -14.6% |
| 5Y | +104.5% | +195.1% | -90.6% | +18.0% |
| 10Y | +140.5% | +794.1% | -653.5% | +1.1% |
| All | +1,238.4% | +3,333.7% | -2,095.3% | +336.3% |
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