+1,440.5%
FANG vs NYT
+634.2%
+806.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +2.9% | -0.6% | +3.5% | +3.1% |
| 30D | +2.6% | +4.6% | -2.0% | +1.0% |
| 3M | +7.6% | -9.6% | +17.2% | +10.3% |
| 6M | +17.3% | -14.0% | +31.3% | +21.3% |
| YTD | +38.7% | -2.8% | +41.5% | +37.0% |
| 1Y | +51.6% | +15.6% | +36.1% | +40.8% |
| 3Y | +50.0% | +56.3% | -6.4% | +22.4% |
| 5Y | +237.6% | +39.5% | +198.0% | +179.0% |
| 10Y | +180.7% | +488.0% | -307.3% | +44.3% |
| All | +1,440.5% | +634.2% | +806.3% | +644.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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