+50.0%
FANG vs S
+15.4%
+34.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.9% | -0.7% | +3.5% | +2.9% |
| 30D | +2.6% | -11.4% | +14.1% | +3.4% |
| 3M | +7.6% | +33.8% | -26.2% | +4.6% |
| 6M | +17.3% | +39.5% | -22.2% | +13.3% |
| YTD | +38.7% | +31.7% | +7.0% | +34.4% |
| 1Y | +51.6% | +7.0% | +44.7% | +49.9% |
| 3Y | +50.0% | +11.8% | +38.2% | +47.7% |
| All | +50.0% | +15.4% | +34.5% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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