+89.7%
RF vs FANG
+43.6%
+46.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | -4.0% | +2.4% | -6.4% | -4.6% |
| 3M | +5.6% | +4.9% | +0.7% | +3.9% |
| 6M | +13.1% | +12.0% | +1.0% | +7.7% |
| YTD | +13.6% | +37.1% | -23.5% | +0.3% |
| 1Y | +16.0% | +52.3% | -36.3% | -2.0% |
| All | +89.7% | +43.6% | +46.1% | +54.8% |
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 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