+1,440.5%
FANG vs XHB
+341.4%
+1,099.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.2% |
| 7D | +2.9% | -4.6% | +7.5% | +5.7% |
| 30D | +2.6% | -9.1% | +11.7% | +8.3% |
| 3M | +7.6% | -8.6% | +16.1% | +11.5% |
| 6M | +17.3% | -4.0% | +21.3% | +15.2% |
| YTD | +38.7% | -3.9% | +42.6% | +35.4% |
| 1Y | +51.6% | -16.5% | +68.1% | +61.7% |
| 3Y | +50.0% | +22.6% | +27.4% | +15.4% |
| 5Y | +237.6% | +33.9% | +203.6% | +130.8% |
| 10Y | +180.7% | +213.0% | -32.3% | -3.5% |
| All | +1,440.5% | +341.4% | +1,099.2% | +337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling