+50.0%
FANG vs M
+112.2%
-62.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -1.0% |
| 7D | +2.9% | -4.2% | +7.1% | +3.3% |
| 30D | +2.6% | -7.2% | +9.8% | +3.3% |
| 3M | +7.6% | -11.1% | +18.7% | +8.6% |
| 6M | +17.3% | +28.8% | -11.5% | +12.5% |
| YTD | +38.7% | +2.0% | +36.6% | +37.2% |
| 1Y | +51.6% | +31.3% | +20.4% | +44.0% |
| 3Y | +50.0% | +119.1% | -69.1% | +32.3% |
| All | +50.0% | +112.2% | -62.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling