+1,400.5%
FANG vs M
-2.7%
+1,403.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.9% |
| 7D | -1.7% | +2.4% | -4.1% | -2.4% |
| 30D | +6.8% | -11.6% | +18.4% | +10.2% |
| 3M | +1.3% | +1.6% | -0.3% | -0.2% |
| 6M | +11.8% | +25.2% | -13.4% | +3.3% |
| YTD | +35.1% | +3.8% | +31.3% | +30.7% |
| 1Y | +48.9% | +36.3% | +12.6% | +32.4% |
| 3Y | +42.8% | +116.3% | -73.5% | +2.4% |
| 5Y | +230.3% | +28.2% | +202.1% | +151.5% |
| 10Y | +167.0% | -3.4% | +170.4% | +70.6% |
| All | +1,400.5% | -2.7% | +1,403.2% | +795.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling