+3.1%
FERG vs FANG
+32.3%
-29.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +2.3% |
| 7D | +7.7% | -11.3% | +19.0% | +6.7% |
| 30D | +11.5% | -0.7% | +12.1% | +11.4% |
| 3M | -2.4% | -4.2% | +1.8% | -2.6% |
| 6M | -4.0% | -13.5% | +9.5% | -4.6% |
| YTD | +13.4% | +23.7% | -10.4% | +5.8% |
| 1Y | +3.1% | +34.3% | -31.3% | -5.8% |
| All | +3.1% | +32.3% | -29.2% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling