+145.8%
GOOG vs FANG
+45.3%
+100.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | 0.0% | +2.9% | -2.8% | -0.1% |
| 30D | -2.0% | +2.6% | -4.6% | -2.1% |
| 3M | -5.9% | +7.6% | -13.4% | -6.4% |
| 6M | +8.9% | +17.3% | -8.4% | +6.4% |
| YTD | +7.1% | +38.7% | -31.6% | +1.9% |
| 1Y | +39.7% | +51.6% | -12.0% | +30.6% |
| 3Y | +145.8% | +50.0% | +95.9% | +129.7% |
| All | +145.8% | +45.3% | +100.6% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling