+45.4%
FANG vs Q
+79.8%
-34.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.1% |
| 7D | +2.9% | +4.9% | -2.0% | +3.2% |
| 30D | +2.6% | -11.0% | +13.6% | +1.9% |
| 3M | +7.6% | -15.2% | +22.8% | +7.1% |
| 6M | +17.3% | +8.8% | +8.5% | +19.5% |
| YTD | +38.7% | +55.1% | -16.4% | +44.8% |
| All | +45.4% | +79.8% | -34.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling