+34.3%
FANG vs INDA
-7.3%
+41.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -2.8% |
| 7D | -11.3% | +6.9% | -18.2% | -6.6% |
| 30D | -0.7% | +7.4% | -8.1% | +5.1% |
| 3M | -4.2% | -1.0% | -3.2% | -4.5% |
| 6M | -13.5% | +2.9% | -16.4% | -10.8% |
| YTD | +23.7% | -7.4% | +31.2% | +28.0% |
| 1Y | +34.3% | -7.4% | +41.7% | +39.5% |
| All | +34.3% | -7.3% | +41.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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