+1,449.6%
NET vs FANG
+169.1%
+1,280.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.7% |
| 7D | -7.0% | +0.8% | -7.8% | -7.1% |
| 30D | -4.8% | +7.6% | -12.4% | -5.7% |
| 3M | +3.8% | -1.3% | +5.1% | +3.8% |
| 6M | +50.0% | +14.7% | +35.4% | +46.9% |
| YTD | +41.5% | +34.8% | +6.7% | +35.5% |
| 1Y | +32.8% | +42.9% | -10.1% | +26.1% |
| 3Y | +335.9% | +43.8% | +292.1% | +309.6% |
| 5Y | +113.8% | +225.8% | -112.0% | +90.4% |
| All | +1,449.6% | +169.1% | +1,280.5% | +1,534.9% |
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 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