+25.0%
FLEX vs FANG
+32.3%
-7.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.9% | -7.4% | -14.0% |
| 7D | -17.0% | -11.3% | -5.7% | -20.6% |
| 30D | -33.8% | -0.7% | -33.2% | -33.5% |
| 3M | -39.0% | -4.2% | -34.9% | -39.2% |
| 6M | -15.9% | -13.5% | -2.4% | -17.9% |
| YTD | +27.8% | +23.7% | +4.1% | +25.8% |
| 1Y | +25.0% | +34.3% | -9.4% | +26.2% |
| All | +25.0% | +32.3% | -7.3% | +26.2% |
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 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