+287.4%
NET vs FANG
+23.4%
+264.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.8% | -6.5% | -7.9% |
| 7D | -21.2% | -13.0% | -8.2% | -18.8% |
| 30D | -31.1% | -2.9% | -28.2% | -30.8% |
| 3M | -16.5% | -3.0% | -13.5% | -16.3% |
| 6M | 0.0% | -11.9% | +12.0% | +2.0% |
| YTD | +24.0% | +21.5% | +2.5% | +16.3% |
| 1Y | +7.0% | +34.0% | -27.0% | -2.7% |
| All | +287.4% | +23.4% | +264.0% | +259.9% |
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