+177.2%
FDX vs FANG
+182.5%
-5.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.3% | +2.9% | -6.2% | -3.8% |
| 30D | -4.5% | +2.6% | -7.1% | -5.1% |
| 3M | -7.3% | +7.6% | -14.9% | -9.0% |
| 6M | +7.5% | +17.3% | -9.8% | +3.0% |
| YTD | +35.1% | +38.7% | -3.6% | +24.7% |
| 1Y | +71.4% | +51.6% | +19.8% | +55.0% |
| 3Y | +60.8% | +50.0% | +10.8% | +43.6% |
| 5Y | +65.5% | +237.6% | -172.1% | +21.9% |
| All | +177.2% | +182.5% | -5.3% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling