+131.2%
FITB vs FANG
+45.3%
+85.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.3% | +2.9% | -3.2% | -0.9% |
| 30D | -5.7% | +2.6% | -8.3% | -6.2% |
| 3M | +3.2% | +7.6% | -4.4% | +1.2% |
| 6M | +23.4% | +17.3% | +6.1% | +16.8% |
| YTD | +18.8% | +38.7% | -19.9% | +6.3% |
| 1Y | +25.0% | +51.6% | -26.7% | +8.3% |
| 3Y | +131.2% | +50.0% | +81.2% | +92.9% |
| All | +131.2% | +45.3% | +85.9% | +92.9% |
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