+1,440.5%
FANG vs NSC
+561.6%
+878.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | +2.9% | -2.8% | +5.7% | +4.7% |
| 30D | +2.6% | -4.5% | +7.1% | +5.4% |
| 3M | +7.6% | +3.5% | +4.0% | +4.5% |
| 6M | +17.3% | +8.5% | +8.8% | +9.2% |
| YTD | +38.7% | +12.3% | +26.3% | +26.0% |
| 1Y | +51.6% | +18.9% | +32.7% | +32.5% |
| 3Y | +50.0% | +74.1% | -24.2% | -3.4% |
| 5Y | +237.6% | +43.9% | +193.6% | +141.2% |
| 10Y | +180.7% | +331.6% | -151.0% | +5.8% |
| All | +1,440.5% | +561.6% | +878.9% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling