+67.9%
NI vs FANG
+45.3%
+22.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.9% |
| YTD | +1.1% | +38.7% | -37.5% | -2.6% |
| 1Y | +3.4% | +51.6% | -48.3% | -1.5% |
| 3Y | +67.9% | +50.0% | +17.9% | +49.0% |
| All | +67.9% | +45.3% | +22.6% | +49.0% |
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