+114.4%
META vs FANG
+43.6%
+70.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +6.4% |
| 7D | +10.3% | -0.4% | +10.7% | +10.3% |
| 30D | +9.9% | +2.4% | +7.5% | +9.5% |
| 3M | +11.9% | +4.9% | +7.0% | +11.1% |
| 6M | +1.2% | +12.0% | -10.9% | -1.2% |
| YTD | -0.8% | +37.1% | -37.9% | -7.3% |
| 1Y | -14.3% | +52.3% | -66.6% | -22.3% |
| All | +114.4% | +43.6% | +70.8% | +95.3% |
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