+42.9%
FANG vs FTI
+108.8%
-65.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.8% | +5.3% | -4.5% | -1.3% |
| 30D | +7.6% | +15.3% | -7.7% | +1.5% |
| 3M | -1.3% | +15.8% | -17.1% | -7.0% |
| 6M | +14.7% | +22.6% | -7.9% | +5.7% |
| YTD | +34.8% | +79.5% | -44.8% | +4.7% |
| 1Y | +42.9% | +102.0% | -59.1% | +6.4% |
| All | +42.9% | +108.8% | -65.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling