+1,440.5%
FANG vs NTRS
+475.4%
+965.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | +2.9% | +1.4% | +1.5% | +2.0% |
| 30D | +2.6% | -0.7% | +3.3% | +2.9% |
| 3M | +7.6% | +11.3% | -3.7% | -0.3% |
| 6M | +17.3% | +35.5% | -18.2% | -5.5% |
| YTD | +38.7% | +40.6% | -1.9% | +7.7% |
| 1Y | +51.6% | +49.2% | +2.4% | +12.4% |
| 3Y | +50.0% | +167.2% | -117.3% | -29.3% |
| 5Y | +237.6% | +94.9% | +142.6% | +87.9% |
| 10Y | +180.7% | +259.5% | -78.8% | +3.9% |
| All | +1,440.5% | +475.4% | +965.1% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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