+24.2%
FIX vs FANG
+30.5%
-6.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.2% |
| 7D | +9.4% | +4.0% | +5.4% | +10.0% |
| 30D | -27.8% | -5.8% | -22.0% | -28.4% |
| 3M | -35.6% | -6.7% | -28.9% | -36.1% |
| 6M | -45.2% | -6.4% | -38.8% | -45.3% |
| YTD | +19.5% | +25.9% | -6.5% | +30.6% |
| 1Y | +24.2% | +31.1% | -6.9% | +31.9% |
| All | +24.2% | +30.5% | -6.2% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling