+689.7%
FLEX vs FANG
+228.0%
+461.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | -11.8% | +2.4% | -14.1% | -12.4% |
| 3M | -22.6% | +5.1% | -27.6% | -24.0% |
| 6M | +77.3% | +16.4% | +60.9% | +65.8% |
| YTD | +78.8% | +39.0% | +39.8% | +56.7% |
| 1Y | +86.1% | +50.6% | +35.4% | +57.8% |
| 3Y | +446.2% | +46.9% | +399.3% | +360.8% |
| 5Y | +689.7% | +238.2% | +451.4% | +402.3% |
| All | +689.7% | +228.0% | +461.7% | +402.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling