+87.0%
RF vs FANG
+238.1%
-151.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | -4.0% | +2.4% | -6.4% | -4.8% |
| 3M | +5.6% | +4.9% | +0.7% | +3.4% |
| 6M | +13.1% | +12.0% | +1.0% | +7.1% |
| YTD | +13.6% | +37.1% | -23.5% | -0.3% |
| 1Y | +16.0% | +52.3% | -36.3% | -2.4% |
| 3Y | +90.2% | +45.0% | +45.2% | +58.4% |
| 5Y | +87.0% | +231.0% | -144.0% | +2.4% |
| All | +87.0% | +238.1% | -151.1% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling