+1,414.4%
NDAQ vs FANG
+1,395.6%
+18.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -1.5% | +2.4% | -3.9% | -1.7% |
| 3M | +8.0% | +4.9% | +3.1% | +7.4% |
| 6M | +7.7% | +12.0% | -4.3% | +6.1% |
| YTD | -2.3% | +37.1% | -39.4% | -5.9% |
| 1Y | +0.6% | +52.3% | -51.7% | -4.3% |
| 3Y | +90.9% | +45.0% | +46.0% | +81.1% |
| 5Y | +52.5% | +231.0% | -178.5% | +32.7% |
| 10Y | +380.3% | +177.5% | +202.8% | +295.3% |
| All | +1,414.4% | +1,395.6% | +18.8% | +855.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling