+54.3%
FANG vs NVD
-99.1%
+153.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | +10.8% | -7.9% | +3.4% |
| 30D | +2.6% | +0.8% | +1.9% | +2.8% |
| 3M | +7.6% | -20.8% | +28.4% | +6.6% |
| 6M | +17.3% | -41.2% | +58.5% | +14.7% |
| YTD | +38.7% | -44.2% | +82.9% | +35.5% |
| 1Y | +51.6% | -54.2% | +105.8% | +46.7% |
| 3Y | +50.0% | -99.1% | +149.1% | +39.4% |
| All | +54.3% | -99.1% | +153.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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