+1,443.7%
FANG vs IT
+265.9%
+1,177.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.1% |
| 7D | +1.2% | -12.7% | +13.9% | +6.6% |
| 30D | +2.4% | -8.9% | +11.3% | +5.6% |
| 3M | +5.1% | +10.1% | -5.1% | -2.7% |
| 6M | +16.4% | +7.3% | +9.2% | +7.1% |
| YTD | +39.0% | -32.4% | +71.3% | +54.7% |
| 1Y | +50.6% | -26.6% | +77.3% | +58.9% |
| 3Y | +46.9% | -51.8% | +98.7% | +78.5% |
| 5Y | +238.2% | -45.6% | +283.9% | +260.5% |
| 10Y | +181.3% | +92.4% | +88.9% | +31.6% |
| All | +1,443.7% | +265.9% | +1,177.8% | +480.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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