+65.4%
FDX vs FANG
+228.0%
-162.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -3.9% | +1.2% | -5.1% | -4.1% |
| 30D | -3.3% | +2.4% | -5.7% | -3.8% |
| 3M | -2.0% | +5.1% | -7.0% | -3.2% |
| 6M | +8.0% | +16.4% | -8.4% | +3.6% |
| YTD | +35.0% | +39.0% | -4.0% | +24.2% |
| 1Y | +73.7% | +50.6% | +23.0% | +56.6% |
| 3Y | +61.6% | +46.9% | +14.7% | +44.1% |
| 5Y | +65.4% | +238.2% | -172.9% | +37.2% |
| All | +65.4% | +228.0% | -162.6% | +37.2% |
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