+51.6%
FANG vs P
+20.5%
+31.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.2% |
| 7D | +2.9% | -1.3% | +4.2% | +2.9% |
| 30D | +2.6% | -11.9% | +14.5% | +2.7% |
| 3M | +7.6% | +41.6% | -34.0% | +7.6% |
| 6M | +17.3% | +58.1% | -40.8% | +18.0% |
| YTD | +38.7% | +46.5% | -7.8% | +39.6% |
| 1Y | +51.6% | +19.1% | +32.6% | +54.1% |
| All | +51.6% | +20.5% | +31.1% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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