+295.1%
FANG vs RUN
-33.9%
+329.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.6% |
| 7D | +1.2% | -3.4% | +4.6% | +1.6% |
| 30D | +2.4% | -14.0% | +16.3% | +4.0% |
| 3M | +5.1% | -27.5% | +32.6% | +8.1% |
| 6M | +16.4% | -29.0% | +45.4% | +18.8% |
| YTD | +39.0% | -53.1% | +92.1% | +46.6% |
| 1Y | +50.6% | -46.7% | +97.4% | +54.4% |
| 3Y | +46.9% | -38.3% | +85.2% | +24.7% |
| 5Y | +238.2% | -80.7% | +318.9% | +217.1% |
| 10Y | +181.3% | +42.4% | +138.8% | +64.4% |
| All | +295.1% | -33.9% | +329.0% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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