+34.3%
FANG vs NSC
+24.4%
+9.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.9% | -4.9% |
| 7D | -11.3% | +1.8% | -13.1% | -11.4% |
| 30D | -0.7% | +8.8% | -9.5% | -1.2% |
| 3M | -4.2% | +1.2% | -5.4% | -4.4% |
| 6M | -13.5% | +11.3% | -24.8% | -14.3% |
| YTD | +23.7% | +20.7% | +3.0% | +17.5% |
| 1Y | +34.3% | +23.4% | +10.9% | +27.6% |
| All | +34.3% | +24.4% | +9.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling