+105.4%
FAST vs FANG
+223.6%
-118.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | -6.4% | +2.4% | -8.8% | -6.7% |
| 3M | +5.3% | +4.9% | +0.4% | +4.6% |
| 6M | +5.4% | +12.0% | -6.7% | +3.5% |
| YTD | +23.6% | +37.1% | -13.5% | +18.2% |
| 1Y | +4.1% | +52.3% | -48.2% | -1.9% |
| 3Y | +92.4% | +45.0% | +47.4% | +80.0% |
| All | +105.4% | +223.6% | -118.2% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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