+50.8%
NDAQ vs FANG
+232.6%
-181.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.6% | +2.9% | -8.4% | -5.9% |
| 30D | -4.4% | +2.6% | -7.0% | -4.7% |
| 3M | +5.9% | +7.6% | -1.7% | +4.6% |
| 6M | +7.7% | +17.3% | -9.6% | +4.7% |
| YTD | -5.2% | +38.7% | -43.8% | -10.4% |
| 1Y | -3.4% | +51.6% | -55.0% | -10.3% |
| 3Y | +85.6% | +50.0% | +35.7% | +69.3% |
| All | +50.8% | +232.6% | -181.8% | +27.8% |
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