+74.5%
META vs FANG
+238.1%
-163.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.4% |
| 3M | +11.9% | +4.9% | +7.0% | +10.9% |
| 6M | +1.2% | +12.0% | -10.9% | -1.4% |
| YTD | -0.8% | +37.1% | -37.9% | -7.0% |
| 1Y | -14.3% | +52.3% | -66.6% | -21.6% |
| 3Y | +121.4% | +45.0% | +76.4% | +100.4% |
| 5Y | +74.5% | +231.0% | -156.5% | +48.0% |
| All | +74.5% | +238.1% | -163.6% | +48.0% |
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 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