+1,381.0%
NET vs FANG
+147.0%
+1,234.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -2.0% |
| 7D | -16.4% | -11.3% | -5.0% | -15.1% |
| 30D | -25.8% | -0.7% | -25.2% | -25.9% |
| 3M | -11.5% | -4.2% | -7.4% | -11.2% |
| 6M | +18.9% | -13.5% | +32.4% | +20.6% |
| YTD | +35.2% | +23.7% | +11.5% | +30.7% |
| 1Y | +14.5% | +34.3% | -19.9% | +9.4% |
| 3Y | +313.8% | +25.9% | +287.9% | +294.8% |
| 5Y | +32.6% | +100.4% | -67.9% | +21.4% |
| All | +1,381.0% | +147.0% | +1,234.0% | +1,477.5% |
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