+407.6%
FANG vs QSR
+205.8%
+201.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +2.9% | -4.0% | +6.9% | +4.9% |
| 30D | +2.6% | +2.8% | -0.1% | +1.0% |
| 3M | +7.6% | +5.1% | +2.5% | +4.1% |
| 6M | +17.3% | +8.8% | +8.5% | +10.6% |
| YTD | +38.7% | +14.8% | +23.8% | +26.8% |
| 1Y | +51.6% | +25.7% | +25.9% | +31.4% |
| 3Y | +50.0% | +27.5% | +22.4% | +24.8% |
| 5Y | +237.6% | +41.3% | +196.3% | +157.7% |
| 10Y | +180.7% | +133.8% | +46.9% | +61.9% |
| All | +407.6% | +205.8% | +201.9% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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