-80.9%
FIG vs FANG
+40.3%
-121.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.7% | -3.4% |
| 7D | -14.5% | -0.4% | -14.1% | -14.4% |
| 30D | -13.3% | +2.4% | -15.7% | -13.4% |
| 3M | +7.4% | +4.9% | +2.5% | +6.2% |
| 6M | -27.8% | +12.0% | -39.8% | -28.8% |
| YTD | -41.1% | +37.1% | -78.2% | -42.8% |
| 1Y | -58.7% | +52.3% | -111.0% | -58.7% |
| All | -80.9% | +40.3% | -121.2% | -82.0% |
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 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