+181.9%
FANG vs XHB
+215.4%
-33.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | +2.9% | -4.6% | +7.5% | +5.6% |
| 30D | +2.6% | -9.1% | +11.7% | +8.0% |
| 3M | +7.6% | -8.6% | +16.1% | +11.3% |
| 6M | +17.3% | -4.0% | +21.3% | +15.3% |
| YTD | +38.7% | -3.9% | +42.6% | +35.5% |
| 1Y | +51.6% | -16.5% | +68.1% | +61.5% |
| 3Y | +50.0% | +22.6% | +27.4% | +15.8% |
| 5Y | +237.6% | +33.9% | +203.6% | +132.5% |
| All | +181.9% | +215.4% | -33.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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