+1,443.7%
FANG vs GEN
+372.2%
+1,071.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +1.2% | -4.4% | +5.6% | +2.3% |
| 30D | +2.4% | +3.7% | -1.4% | +1.3% |
| 3M | +5.1% | +22.2% | -17.2% | -0.5% |
| 6M | +16.4% | +38.9% | -22.5% | +5.9% |
| YTD | +39.0% | +11.9% | +27.1% | +33.3% |
| 1Y | +50.6% | +4.5% | +46.1% | +46.9% |
| 3Y | +46.9% | +59.0% | -12.0% | +26.7% |
| 5Y | +238.2% | +22.0% | +216.3% | +203.9% |
| 10Y | +181.3% | +155.0% | +26.3% | +95.3% |
| All | +1,443.7% | +372.2% | +1,071.5% | +779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling