+225.6%
FANG vs Z
-64.7%
+290.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.5% |
| 7D | +2.9% | -6.0% | +8.9% | +3.3% |
| 30D | +2.6% | -2.3% | +4.9% | +2.7% |
| 3M | +7.6% | -0.6% | +8.2% | +7.2% |
| 6M | +17.3% | -27.6% | +44.9% | +20.0% |
| YTD | +38.7% | -52.4% | +91.0% | +47.4% |
| 1Y | +51.6% | -63.6% | +115.2% | +65.8% |
| 3Y | +50.0% | -36.4% | +86.3% | +52.5% |
| All | +225.6% | -64.7% | +290.3% | +215.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling