+39.7%
GOOG vs FANG
+52.7%
-13.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | 0.0% | +2.9% | -2.8% | +0.6% |
| 30D | -2.0% | +2.6% | -4.6% | -1.4% |
| 3M | -5.9% | +7.6% | -13.4% | -4.3% |
| 6M | +8.9% | +17.3% | -8.4% | +11.2% |
| YTD | +7.1% | +38.7% | -31.6% | +9.8% |
| 1Y | +39.7% | +51.6% | -12.0% | +43.5% |
| All | +39.7% | +52.7% | -13.0% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling