+225.6%
FANG vs FTI
+1,066.8%
-841.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.8% |
| 7D | +2.9% | -4.4% | +7.3% | +5.4% |
| 30D | +2.6% | +1.5% | +1.1% | +1.6% |
| 3M | +7.6% | +8.2% | -0.6% | +2.5% |
| 6M | +17.3% | +18.8% | -1.5% | +5.3% |
| YTD | +38.7% | +71.7% | -33.0% | +0.4% |
| 1Y | +51.6% | +90.0% | -38.4% | +3.2% |
| 3Y | +50.0% | +270.5% | -220.5% | -32.2% |
| All | +225.6% | +1,066.8% | -841.2% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling