+766.8%
FIX vs FANG
+43.6%
+723.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | -3.5% | +2.4% | -5.9% | -4.0% |
| 3M | -11.8% | +4.9% | -16.7% | -12.9% |
| 6M | +17.8% | +12.0% | +5.8% | +13.1% |
| YTD | +73.3% | +37.1% | +36.2% | +55.8% |
| 1Y | +128.1% | +52.3% | +75.8% | +96.0% |
| All | +766.8% | +43.6% | +723.2% | +643.7% |
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