+34.3%
FANG vs PL
-0.6%
+35.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.4% | +1.4% | -5.0% |
| 7D | -11.3% | -11.7% | +0.4% | -11.5% |
| 30D | -0.7% | -27.1% | +26.5% | -1.1% |
| 3M | -4.2% | -44.6% | +40.4% | -5.0% |
| 6M | -13.5% | -67.2% | +53.7% | -14.4% |
| YTD | +23.7% | -35.9% | +59.6% | +26.1% |
| 1Y | +34.3% | -0.4% | +34.7% | +41.5% |
| All | +34.3% | -0.6% | +35.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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