+298.9%
FANG vs Z
+16.2%
+282.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -0.4% | -7.1% | +6.7% | +0.7% |
| 30D | +2.4% | -4.8% | +7.2% | +2.9% |
| 3M | +4.9% | -9.3% | +14.2% | +5.7% |
| 6M | +12.0% | -29.0% | +41.0% | +17.0% |
| YTD | +37.1% | -52.9% | +90.0% | +52.6% |
| 1Y | +52.3% | -63.1% | +115.4% | +76.4% |
| 3Y | +45.0% | -36.9% | +81.8% | +47.0% |
| 5Y | +231.0% | -65.5% | +296.5% | +255.3% |
| 10Y | +177.5% | -3.9% | +181.3% | +98.9% |
| All | +298.9% | +16.2% | +282.6% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling