+5,073.7%
QLD vs FANG
+1,370.4%
+3,703.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.8% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | -0.1% | +7.6% | -7.7% | -2.3% |
| 3M | -8.4% | -1.3% | -7.1% | -8.6% |
| 6M | +32.2% | +14.7% | +17.5% | +25.3% |
| YTD | +28.9% | +34.8% | -5.9% | +16.2% |
| 1Y | +43.8% | +42.9% | +0.9% | +26.9% |
| 3Y | +176.6% | +43.8% | +132.8% | +140.7% |
| 5Y | +121.6% | +225.8% | -104.3% | +51.2% |
| 10Y | +1,652.9% | +171.9% | +1,481.0% | +963.9% |
| All | +5,073.7% | +1,370.4% | +3,703.3% | +1,803.8% |
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