+35.8%
IR vs FANG
+232.6%
-196.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.5% | +2.9% | -7.4% | -5.1% |
| 30D | -13.9% | +2.6% | -16.6% | -14.5% |
| 3M | -0.3% | +7.6% | -7.9% | -2.6% |
| 6M | -14.3% | +17.3% | -31.6% | -19.2% |
| YTD | -7.9% | +38.7% | -46.5% | -17.5% |
| 1Y | -9.9% | +51.6% | -61.5% | -21.6% |
| 3Y | +6.5% | +50.0% | -43.4% | -8.8% |
| All | +35.8% | +232.6% | -196.7% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling