+200.2%
FANG vs PL
+40.9%
+159.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +4.0% | +10.0% | -6.0% | +3.4% |
| 30D | -5.8% | -2.3% | -3.5% | -5.8% |
| 3M | -6.7% | -44.2% | +37.5% | -3.9% |
| 6M | -6.4% | -66.1% | +59.7% | -1.5% |
| YTD | +25.9% | -30.0% | +55.9% | +24.9% |
| 1Y | +31.1% | +21.0% | +10.1% | +24.2% |
| 3Y | +31.3% | +516.5% | -485.2% | +1.8% |
| 5Y | +108.3% | +32.0% | +76.3% | +77.1% |
| All | +200.2% | +40.9% | +159.3% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling