+423.1%
FANG vs USFR
+27.6%
+395.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +2.4% | +0.3% | +2.1% | +2.1% |
| 3M | +5.1% | +1.0% | +4.1% | +4.3% |
| 6M | +16.4% | +1.9% | +14.5% | +14.6% |
| YTD | +39.0% | +2.7% | +36.3% | +36.0% |
| 1Y | +50.6% | +4.0% | +46.6% | +45.9% |
| 3Y | +46.9% | +14.1% | +32.9% | +32.0% |
| 5Y | +238.2% | +20.5% | +217.8% | +189.5% |
| 10Y | +181.3% | +28.0% | +153.2% | +131.3% |
| All | +423.1% | +27.6% | +395.5% | +315.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling