+338.0%
RF vs FANG
+182.5%
+155.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.0% | +2.9% | -3.8% | -2.0% |
| 30D | -3.7% | +2.6% | -6.3% | -4.7% |
| 3M | +5.3% | +7.6% | -2.2% | +1.8% |
| 6M | +17.2% | +17.3% | -0.1% | +8.3% |
| YTD | +14.5% | +38.7% | -24.2% | -1.2% |
| 1Y | +15.9% | +51.6% | -35.7% | -3.7% |
| 3Y | +91.2% | +50.0% | +41.2% | +55.1% |
| 5Y | +90.0% | +237.6% | -147.5% | +7.5% |
| All | +338.0% | +182.5% | +155.5% | +96.3% |
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