+53.4%
FIS vs FANG
+1,395.6%
-1,342.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.7% |
| 7D | -9.1% | -0.4% | -8.7% | -9.0% |
| 30D | -10.4% | +2.4% | -12.8% | -10.8% |
| 3M | -3.7% | +4.9% | -8.6% | -4.7% |
| 6M | -24.8% | +12.0% | -36.8% | -26.6% |
| YTD | -41.6% | +37.1% | -78.7% | -44.9% |
| 1Y | -42.7% | +52.3% | -95.0% | -47.1% |
| 3Y | -26.2% | +45.0% | -71.2% | -32.3% |
| 5Y | -66.1% | +231.0% | -297.1% | -73.2% |
| 10Y | -40.9% | +177.5% | -218.3% | -59.2% |
| All | +53.4% | +1,395.6% | -1,342.2% | -13.6% |
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