+2,453.7%
FLEX vs FANG
+1,373.6%
+1,080.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +7.0% | -1.7% | +8.7% | +7.5% |
| 30D | -5.8% | +6.8% | -12.6% | -7.6% |
| 3M | -24.2% | +1.3% | -25.5% | -24.9% |
| 6M | +90.8% | +11.8% | +79.0% | +81.6% |
| YTD | +89.2% | +35.1% | +54.1% | +70.0% |
| 1Y | +104.7% | +48.9% | +55.8% | +78.3% |
| 3Y | +478.1% | +42.8% | +435.3% | +403.9% |
| 5Y | +726.2% | +230.3% | +495.9% | +455.8% |
| 10Y | +1,060.6% | +167.0% | +893.6% | +560.1% |
| All | +2,453.7% | +1,373.6% | +1,080.1% | +999.1% |
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