-40.6%
FIS vs FANG
+182.5%
-223.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.9% | +2.9% | -10.8% | -8.3% |
| 30D | -8.0% | +2.6% | -10.6% | -8.4% |
| 3M | +0.6% | +7.6% | -7.0% | -0.9% |
| 6M | -22.2% | +17.3% | -39.5% | -24.7% |
| YTD | -40.8% | +38.7% | -79.5% | -44.4% |
| 1Y | -41.5% | +51.6% | -93.2% | -46.1% |
| 3Y | -25.5% | +50.0% | -75.5% | -32.3% |
| 5Y | -64.8% | +237.6% | -302.3% | -72.6% |
| All | -40.6% | +182.5% | -223.0% | -60.2% |
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