+1,440.5%
FANG vs INDA
+118.3%
+1,322.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.8% |
| 7D | +2.9% | -2.7% | +5.6% | +4.5% |
| 30D | +2.6% | -2.8% | +5.4% | +4.2% |
| 3M | +7.6% | +1.6% | +5.9% | +6.0% |
| 6M | +17.3% | -1.4% | +18.7% | +16.4% |
| YTD | +38.7% | -10.1% | +48.8% | +45.4% |
| 1Y | +51.6% | -8.8% | +60.4% | +57.2% |
| 3Y | +50.0% | +7.6% | +42.3% | +38.1% |
| 5Y | +237.6% | +5.8% | +231.8% | +212.9% |
| 10Y | +180.7% | +84.0% | +96.7% | +90.4% |
| All | +1,440.5% | +118.3% | +1,322.2% | +856.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling