+92.9%
QQQ vs FANG
+45.3%
+47.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | +2.9% | -3.5% | -1.0% |
| 30D | -1.2% | +2.6% | -3.8% | -1.6% |
| 3M | -0.2% | +7.6% | -7.8% | -1.5% |
| 6M | +17.9% | +17.3% | +0.6% | +13.9% |
| YTD | +16.6% | +38.7% | -22.0% | +8.5% |
| 1Y | +23.0% | +51.6% | -28.7% | +11.7% |
| 3Y | +92.9% | +50.0% | +43.0% | +75.7% |
| All | +92.9% | +45.3% | +47.7% | +75.7% |
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 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