+51.6%
FANG vs ROIV
+195.2%
-143.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.9% | +16.9% | -14.0% | +3.7% |
| 30D | +2.6% | +12.9% | -10.3% | +3.3% |
| 3M | +7.6% | +37.3% | -29.7% | +9.4% |
| 6M | +17.3% | +38.0% | -20.7% | +19.9% |
| YTD | +38.7% | +88.1% | -49.4% | +39.9% |
| 1Y | +51.6% | +183.3% | -131.6% | +39.3% |
| All | +51.6% | +195.2% | -143.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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