+168.9%
FANG vs FND
+54.9%
+114.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +1.2% | -5.1% | +6.3% | +2.4% |
| 30D | +2.4% | -22.5% | +24.9% | +8.2% |
| 3M | +5.1% | -5.0% | +10.1% | +4.4% |
| 6M | +16.4% | -21.5% | +37.9% | +19.6% |
| YTD | +39.0% | -23.0% | +62.0% | +42.7% |
| 1Y | +50.6% | -44.9% | +95.5% | +68.0% |
| 3Y | +46.9% | -50.0% | +96.9% | +60.0% |
| 5Y | +238.2% | -63.3% | +301.6% | +280.1% |
| All | +168.9% | +54.9% | +114.0% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling