+92.4%
FOXA vs FANG
+173.9%
-81.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.8% | +2.9% | -2.1% | +0.2% |
| 30D | +5.0% | +2.6% | +2.4% | +4.5% |
| 3M | -3.0% | +7.6% | -10.6% | -4.7% |
| 6M | +14.8% | +17.3% | -2.6% | +10.4% |
| YTD | -8.9% | +38.7% | -47.6% | -15.5% |
| 1Y | +13.3% | +51.6% | -38.3% | +3.0% |
| 3Y | +115.4% | +50.0% | +65.4% | +93.2% |
| 5Y | +95.3% | +237.6% | -142.3% | +45.7% |
| All | +92.4% | +173.9% | -81.5% | +25.4% |
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