+225.6%
FANG vs FND
-63.3%
+288.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +2.9% | -5.8% | +8.6% | +3.5% |
| 30D | +2.6% | -20.2% | +22.8% | +4.8% |
| 3M | +7.6% | -12.0% | +19.5% | +8.1% |
| 6M | +17.3% | -18.5% | +35.8% | +18.6% |
| YTD | +38.7% | -22.3% | +60.9% | +40.7% |
| 1Y | +51.6% | -47.6% | +99.3% | +63.5% |
| 3Y | +50.0% | -49.8% | +99.7% | +57.5% |
| All | +225.6% | -63.3% | +288.9% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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