+6,577.3%
FIX vs FANG
+182.5%
+6,394.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | +5.0% | +2.9% | +2.1% | +4.3% |
| 30D | -2.7% | +2.6% | -5.3% | -3.3% |
| 3M | -8.2% | +7.6% | -15.8% | -10.1% |
| 6M | +20.3% | +17.3% | +2.9% | +14.6% |
| YTD | +81.4% | +38.7% | +42.8% | +65.5% |
| 1Y | +121.5% | +51.6% | +69.9% | +96.9% |
| 3Y | +807.4% | +50.0% | +757.5% | +698.8% |
| 5Y | +2,306.7% | +237.6% | +2,069.2% | +1,614.8% |
| All | +6,577.3% | +182.5% | +6,394.9% | +4,211.2% |
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