+6.5%
IR vs FANG
+45.3%
-38.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.5% | +2.9% | -7.4% | -5.0% |
| 30D | -13.9% | +2.6% | -16.6% | -14.4% |
| 3M | -0.3% | +7.6% | -7.9% | -2.1% |
| 6M | -14.3% | +17.3% | -31.6% | -19.1% |
| YTD | -7.9% | +38.7% | -46.5% | -17.7% |
| 1Y | -9.9% | +51.6% | -61.5% | -22.2% |
| 3Y | +6.5% | +50.0% | -43.4% | -6.3% |
| All | +6.5% | +45.3% | -38.7% | -6.3% |
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 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