+559.8%
INTC vs FANG
+1,416.0%
-856.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -6.9% | -5.8% |
| 7D | +9.4% | +1.2% | +8.2% | +9.2% |
| 30D | +2.7% | +2.4% | +0.3% | +2.2% |
| 3M | -6.3% | +5.1% | -11.4% | -7.6% |
| 6M | +114.5% | +16.4% | +98.0% | +106.5% |
| YTD | +171.9% | +39.0% | +132.9% | +152.5% |
| 1Y | +305.0% | +50.6% | +254.4% | +270.2% |
| 3Y | +168.3% | +46.9% | +121.4% | +145.1% |
| 5Y | +102.3% | +238.2% | -135.9% | +58.4% |
| 10Y | +249.4% | +181.3% | +68.1% | +149.9% |
| All | +559.8% | +1,416.0% | -856.1% | +279.2% |
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