+181.9%
FANG vs UL
+66.7%
+115.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +2.9% | -3.4% | +6.3% | +3.6% |
| 30D | +2.6% | +0.5% | +2.1% | +2.4% |
| 3M | +7.6% | +7.2% | +0.3% | +5.4% |
| 6M | +17.3% | -3.1% | +20.4% | +17.5% |
| YTD | +38.7% | -2.7% | +41.4% | +38.6% |
| 1Y | +51.6% | -10.2% | +61.9% | +54.6% |
| 3Y | +50.0% | +20.3% | +29.7% | +37.6% |
| 5Y | +237.6% | +19.9% | +217.6% | +205.7% |
| All | +181.9% | +66.7% | +115.2% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling