-21.1%
LOW vs FANG
+43.7%
-64.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +0.8% |
| 7D | -1.7% | +0.8% | -2.5% | -1.5% |
| 30D | -7.0% | +7.6% | -14.6% | -5.3% |
| 3M | -0.9% | -1.3% | +0.4% | 0.0% |
| 6M | -20.1% | +14.7% | -34.7% | -19.6% |
| YTD | -13.9% | +34.8% | -48.7% | -15.1% |
| 1Y | -21.1% | +42.9% | -64.1% | -21.4% |
| All | -21.1% | +43.7% | -64.9% | -21.4% |
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 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