+42.9%
FANG vs FTV
+21.5%
+21.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.9% |
| 7D | +0.8% | -4.6% | +5.4% | +0.6% |
| 30D | +7.6% | -7.2% | +14.8% | +7.3% |
| 3M | -1.3% | -7.3% | +6.0% | -1.9% |
| 6M | +14.7% | -1.6% | +16.3% | +13.1% |
| YTD | +34.8% | +3.3% | +31.4% | +29.7% |
| 1Y | +42.9% | +20.2% | +22.7% | +32.8% |
| All | +42.9% | +21.5% | +21.4% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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