+225.6%
FANG vs INDA
+5.7%
+219.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +2.9% | -2.7% | +5.6% | +3.8% |
| 30D | +2.6% | -2.8% | +5.4% | +3.5% |
| 3M | +7.6% | +1.6% | +5.9% | +6.6% |
| 6M | +17.3% | -1.4% | +18.7% | +17.0% |
| YTD | +38.7% | -10.1% | +48.8% | +44.8% |
| 1Y | +51.6% | -8.8% | +60.4% | +56.8% |
| 3Y | +50.0% | +7.6% | +42.3% | +36.8% |
| All | +225.6% | +5.7% | +219.9% | +204.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling