+1,443.7%
FANG vs UL
+135.3%
+1,308.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.8% |
| 7D | +1.2% | -4.1% | +5.3% | +2.4% |
| 30D | +2.4% | -1.2% | +3.6% | +2.7% |
| 3M | +5.1% | +6.0% | -0.9% | +2.5% |
| 6M | +16.4% | -5.5% | +21.9% | +17.5% |
| YTD | +39.0% | -3.3% | +42.3% | +38.9% |
| 1Y | +50.6% | -9.8% | +60.4% | +53.8% |
| 3Y | +46.9% | +20.1% | +26.8% | +31.7% |
| 5Y | +238.2% | +19.2% | +219.1% | +198.5% |
| 10Y | +181.3% | +65.4% | +115.8% | +108.7% |
| All | +1,443.7% | +135.3% | +1,308.4% | +830.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling