+181.9%
FANG vs MKTX
+5.0%
+176.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +2.6% | +0.7% | +1.9% | +2.6% |
| 3M | +7.6% | +40.8% | -33.2% | +3.9% |
| 6M | +17.3% | -8.0% | +25.3% | +17.9% |
| YTD | +38.7% | -8.7% | +47.4% | +39.4% |
| 1Y | +51.6% | -11.8% | +63.5% | +52.8% |
| 3Y | +50.0% | -24.0% | +74.0% | +51.4% |
| 5Y | +237.6% | -60.3% | +297.9% | +258.9% |
| All | +181.9% | +5.0% | +176.9% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling