+479.8%
FLEX vs FANG
+45.3%
+434.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.2% |
| 7D | +5.7% | +2.9% | +2.8% | +5.1% |
| 30D | -7.0% | +2.6% | -9.6% | -7.6% |
| 3M | -23.8% | +7.6% | -31.4% | -25.3% |
| 6M | +82.6% | +17.3% | +65.3% | +69.6% |
| YTD | +91.6% | +38.7% | +52.9% | +65.4% |
| 1Y | +100.6% | +51.6% | +48.9% | +65.5% |
| 3Y | +479.8% | +50.0% | +429.8% | +386.6% |
| All | +479.8% | +45.3% | +434.5% | +386.6% |
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