+225.6%
FANG vs GEN
+22.3%
+203.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +2.9% | -1.3% | +4.2% | +3.1% |
| 30D | +2.6% | +6.1% | -3.5% | +1.5% |
| 3M | +7.6% | +27.0% | -19.4% | +2.9% |
| 6M | +17.3% | +43.9% | -26.5% | +9.0% |
| YTD | +38.7% | +13.0% | +25.7% | +35.4% |
| 1Y | +51.6% | +4.0% | +47.6% | +50.7% |
| 3Y | +50.0% | +66.2% | -16.2% | +35.3% |
| All | +225.6% | +22.3% | +203.3% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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