+144.6%
IEFA vs FANG
+182.5%
-37.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | +2.9% | -4.4% | -2.0% |
| 30D | -1.5% | +2.6% | -4.1% | -1.9% |
| 3M | +3.4% | +7.6% | -4.2% | +2.1% |
| 6M | +9.5% | +17.3% | -7.8% | +6.2% |
| YTD | +13.0% | +38.7% | -25.6% | +6.8% |
| 1Y | +18.0% | +51.6% | -33.6% | +9.7% |
| 3Y | +65.4% | +50.0% | +15.4% | +51.7% |
| 5Y | +51.6% | +237.6% | -186.0% | +20.6% |
| All | +144.6% | +182.5% | -37.9% | +76.7% |
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 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