+17,329.2%
FIX vs FANG
+1,370.4%
+15,958.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.3% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | -7.2% | +7.6% | -14.8% | -8.8% |
| 3M | -15.9% | -1.3% | -14.6% | -15.9% |
| 6M | +12.7% | +14.7% | -1.9% | +8.1% |
| YTD | +72.8% | +34.8% | +38.0% | +59.0% |
| 1Y | +122.9% | +42.9% | +80.0% | +101.5% |
| 3Y | +774.3% | +43.8% | +730.5% | +679.6% |
| 5Y | +2,049.5% | +225.8% | +1,823.6% | +1,454.6% |
| 10Y | +5,821.5% | +171.9% | +5,649.6% | +3,713.6% |
| All | +17,329.2% | +1,370.4% | +15,958.8% | +6,894.5% |
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