+50.0%
FANG vs USFR
+14.1%
+35.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.1% |
| 7D | +2.9% | +0.1% | +2.7% | +3.0% |
| 30D | +2.6% | +0.4% | +2.3% | +2.9% |
| 3M | +7.6% | +1.0% | +6.5% | +8.4% |
| 6M | +17.3% | +2.0% | +15.3% | +19.6% |
| YTD | +38.7% | +2.8% | +35.9% | +43.0% |
| 1Y | +51.6% | +4.1% | +47.6% | +59.2% |
| 3Y | +50.0% | +14.1% | +35.8% | +105.7% |
| All | +50.0% | +14.1% | +35.8% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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