+9.7%
FPS vs FANG
+25.6%
-15.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +8.9% |
| 7D | +1.5% | +2.9% | -1.4% | +2.1% |
| 30D | -16.9% | +2.6% | -19.5% | -16.3% |
| 3M | -45.3% | +7.6% | -52.9% | -44.2% |
| 6M | -10.3% | +17.3% | -27.6% | -13.4% |
| All | +9.7% | +25.6% | -15.9% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling