+1,443.7%
FANG vs FTI
+151.7%
+1,291.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.2% | +3.3% |
| 7D | +1.2% | -5.6% | +6.8% | +5.1% |
| 30D | +2.4% | +0.4% | +2.0% | +1.9% |
| 3M | +5.1% | +8.1% | -3.0% | -1.0% |
| 6M | +16.4% | +16.7% | -0.3% | +3.3% |
| YTD | +39.0% | +70.0% | -31.0% | -5.0% |
| 1Y | +50.6% | +85.4% | -34.8% | -3.6% |
| 3Y | +46.9% | +265.9% | -219.0% | -43.7% |
| 5Y | +238.2% | +1,072.7% | -834.5% | -48.2% |
| 10Y | +181.3% | +298.9% | -117.7% | -20.8% |
| All | +1,443.7% | +151.7% | +1,291.9% | +499.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling