+351.3%
FERG vs FANG
+182.5%
+168.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.6% | +2.9% | -5.5% | -2.7% |
| 30D | -8.9% | +2.6% | -11.5% | -9.0% |
| 3M | -2.0% | +7.6% | -9.6% | -2.5% |
| 6M | -3.2% | +17.3% | -20.5% | -4.4% |
| YTD | +1.5% | +38.7% | -37.2% | -0.9% |
| 1Y | +0.5% | +51.6% | -51.2% | -2.4% |
| 3Y | +50.4% | +50.0% | +0.4% | +45.8% |
| 5Y | +68.7% | +237.6% | -168.9% | +60.7% |
| All | +351.3% | +182.5% | +168.8% | +361.0% |
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