+277.0%
IR vs FANG
+163.9%
+113.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.5% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -15.0% | +2.4% | -17.4% | -15.7% |
| 3M | -0.4% | +4.9% | -5.3% | -2.5% |
| 6M | -15.0% | +12.0% | -27.1% | -19.3% |
| YTD | -7.1% | +37.1% | -44.1% | -17.1% |
| 1Y | -7.5% | +52.3% | -59.8% | -20.4% |
| 3Y | +6.3% | +45.0% | -38.7% | -9.0% |
| 5Y | +37.3% | +231.0% | -193.6% | -11.8% |
| All | +277.0% | +163.9% | +113.2% | +122.0% |
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