+261.8%
FANG vs P
+494.9%
-233.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -1.7% | +7.8% | -9.6% | -3.4% |
| 30D | +6.8% | +12.3% | -5.6% | +3.5% |
| 3M | +1.3% | +37.1% | -35.8% | -7.1% |
| 6M | +11.8% | +66.1% | -54.3% | -3.2% |
| YTD | +35.1% | +50.9% | -15.9% | +18.2% |
| 1Y | +48.9% | +27.2% | +21.7% | +32.4% |
| 3Y | +42.8% | +158.7% | -115.8% | -3.7% |
| 5Y | +230.3% | +291.1% | -60.8% | +87.1% |
| 10Y | +167.0% | +715.0% | -548.0% | +22.4% |
| All | +261.8% | +494.9% | -233.1% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling