+9.1%
IR vs FANG
+32.3%
-23.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -1.4% |
| 7D | +11.6% | -11.3% | +22.9% | +9.0% |
| 30D | +7.2% | -0.7% | +7.8% | +7.1% |
| 3M | -5.9% | -4.2% | -1.7% | -6.2% |
| 6M | +11.5% | -13.5% | +24.9% | +10.3% |
| YTD | +6.3% | +23.7% | -17.4% | +0.6% |
| 1Y | +9.1% | +34.3% | -25.2% | +5.3% |
| All | +9.1% | +32.3% | -23.2% | +5.3% |
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