+530.3%
FAST vs FANG
+1,370.4%
-840.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.0% |
| 7D | -0.4% | +0.8% | -1.1% | -0.5% |
| 30D | -0.8% | +7.6% | -8.4% | -1.8% |
| 3M | +5.8% | -1.3% | +7.0% | +5.7% |
| 6M | +8.0% | +14.7% | -6.7% | +5.4% |
| YTD | +25.6% | +34.8% | -9.2% | +19.8% |
| 1Y | +0.8% | +42.9% | -42.1% | -4.8% |
| 3Y | +86.1% | +43.8% | +42.3% | +73.3% |
| 5Y | +100.2% | +225.8% | -125.6% | +62.7% |
| 10Y | +494.2% | +171.9% | +322.3% | +350.0% |
| All | +530.3% | +1,370.4% | -840.2% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling