+225.6%
FANG vs S
-69.2%
+294.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | +7.6% | +33.8% | -26.2% | +5.1% |
| 6M | +17.3% | +39.5% | -22.2% | +14.0% |
| YTD | +38.7% | +31.7% | +7.0% | +35.0% |
| 1Y | +51.6% | +7.0% | +44.7% | +49.7% |
| 3Y | +50.0% | +11.8% | +38.2% | +45.4% |
| All | +225.6% | -69.2% | +294.8% | +229.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling