+455.2%
FITB vs FANG
+1,395.6%
-940.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -5.1% | +2.4% | -7.5% | -5.9% |
| 3M | +3.5% | +4.9% | -1.4% | +1.3% |
| 6M | +17.2% | +12.0% | +5.2% | +11.1% |
| YTD | +17.6% | +37.1% | -19.5% | +3.9% |
| 1Y | +23.4% | +52.3% | -28.9% | +4.9% |
| 3Y | +129.7% | +45.0% | +84.8% | +93.6% |
| 5Y | +68.4% | +231.0% | -162.6% | +4.2% |
| 10Y | +285.6% | +177.5% | +108.2% | +93.2% |
| All | +455.2% | +1,395.6% | -940.3% | +96.9% |
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 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