+181.9%
FANG vs Z
-2.5%
+184.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.8% |
| 7D | +2.9% | -6.0% | +8.9% | +3.9% |
| 30D | +2.6% | -2.3% | +4.9% | +2.7% |
| 3M | +7.6% | -0.6% | +8.2% | +6.7% |
| 6M | +17.3% | -27.6% | +44.9% | +22.1% |
| YTD | +38.7% | -52.4% | +91.0% | +54.3% |
| 1Y | +51.6% | -63.6% | +115.2% | +76.5% |
| 3Y | +50.0% | -36.4% | +86.3% | +51.8% |
| 5Y | +237.6% | -64.6% | +302.2% | +261.4% |
| All | +181.9% | -2.5% | +184.4% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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