-1.4%
LOW vs FANG
+32.3%
-33.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.9% | +12.4% | +6.2% |
| 7D | +15.6% | -11.3% | +26.9% | +12.4% |
| 30D | +28.6% | -0.7% | +29.2% | +28.3% |
| 3M | +5.8% | -4.2% | +10.0% | +5.2% |
| 6M | +3.8% | -13.5% | +17.3% | +2.7% |
| YTD | -2.8% | +23.7% | -26.5% | -7.7% |
| 1Y | -1.4% | +34.3% | -35.7% | -5.6% |
| All | -1.4% | +32.3% | -33.7% | -5.6% |
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