-79.9%
FIG vs FANG
+41.9%
-121.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | -3.8% | +2.9% | -6.7% | -4.0% |
| 30D | -2.3% | +2.6% | -4.9% | -2.5% |
| 3M | +20.0% | +7.6% | +12.4% | +18.2% |
| 6M | -16.7% | +17.3% | -34.0% | -18.1% |
| YTD | -37.9% | +38.7% | -76.6% | -39.8% |
| 1Y | -58.5% | +51.6% | -110.2% | -59.1% |
| All | -79.9% | +41.9% | -121.8% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling