+98.5%
FLEX vs FANG
+43.7%
+54.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +0.9% |
| 7D | -0.9% | +0.8% | -1.7% | -0.6% |
| 30D | -10.1% | +7.6% | -17.7% | -7.6% |
| 3M | -31.3% | -1.3% | -30.1% | -31.3% |
| 6M | +71.3% | +14.7% | +56.6% | +71.2% |
| YTD | +81.2% | +34.8% | +46.5% | +78.3% |
| 1Y | +98.5% | +42.9% | +55.6% | +96.7% |
| All | +98.5% | +43.7% | +54.8% | +96.7% |
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 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