+416.5%
FDX vs FANG
+1,373.6%
-957.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -3.3% | -1.7% | -1.6% | -3.0% |
| 30D | -1.4% | +6.8% | -8.2% | -2.7% |
| 3M | -4.5% | +1.3% | -5.8% | -5.0% |
| 6M | +9.4% | +11.8% | -2.4% | +6.1% |
| YTD | +36.0% | +35.1% | +0.9% | +26.8% |
| 1Y | +75.5% | +48.9% | +26.6% | +60.1% |
| 3Y | +62.8% | +42.8% | +20.0% | +47.7% |
| 5Y | +64.4% | +230.3% | -165.9% | +23.9% |
| 10Y | +175.5% | +167.0% | +8.4% | +88.4% |
| All | +416.5% | +1,373.6% | -957.1% | +165.8% |
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