-8.6%
NEE vs FANG
+14.5%
-23.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.2% |
| 7D | -1.9% | +1.2% | -3.1% | -1.9% |
| 30D | -3.1% | +2.4% | -5.5% | -3.0% |
| 3M | -2.4% | +5.1% | -7.5% | -2.3% |
| 6M | -8.6% | +16.4% | -25.0% | -8.2% |
| All | -8.6% | +14.5% | -23.1% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling