-51.1%
FIS vs FANG
+32.3%
-83.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.9% | -18.8% | -23.6% |
| 7D | -18.4% | -11.3% | -7.1% | -18.8% |
| 30D | -11.4% | -0.7% | -10.7% | -11.0% |
| 3M | -32.0% | -4.2% | -27.8% | -31.8% |
| 6M | -35.6% | -13.5% | -22.1% | -35.7% |
| YTD | -53.8% | +23.7% | -77.5% | -52.3% |
| 1Y | -51.1% | +34.3% | -85.4% | -48.0% |
| All | -51.1% | +32.3% | -83.3% | -48.0% |
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 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