+201.1%
FANG vs FTV
+83.2%
+117.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +2.9% | -4.0% | +6.8% | +5.5% |
| 30D | +2.6% | -11.0% | +13.6% | +10.4% |
| 3M | +7.6% | -8.4% | +16.0% | +12.1% |
| 6M | +17.3% | -2.6% | +19.9% | +15.8% |
| YTD | +38.7% | -0.6% | +39.3% | +33.2% |
| 1Y | +51.6% | +11.0% | +40.7% | +34.1% |
| 3Y | +50.0% | -6.3% | +56.3% | +45.0% |
| 5Y | +237.6% | -1.5% | +239.1% | +202.8% |
| 10Y | +180.7% | +78.8% | +101.8% | +85.8% |
| All | +201.1% | +83.2% | +117.9% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling