+140.2%
NI vs FANG
+182.5%
-42.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | 0.0% | +2.9% | -2.8% | -0.2% |
| 30D | -1.4% | +2.6% | -4.0% | -1.6% |
| 3M | -10.6% | +7.6% | -18.2% | -11.2% |
| 6M | -9.3% | +17.3% | -26.6% | -10.8% |
| YTD | +1.1% | +38.7% | -37.5% | -2.0% |
| 1Y | +3.4% | +51.6% | -48.3% | -0.7% |
| 3Y | +67.9% | +50.0% | +17.9% | +60.0% |
| 5Y | +98.0% | +237.6% | -139.6% | +74.7% |
| All | +140.2% | +182.5% | -42.3% | +91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling