+541.2%
RF vs FANG
+1,373.6%
-832.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +2.7% | -1.7% | +4.4% | +3.3% |
| 30D | -3.4% | +6.8% | -10.1% | -5.6% |
| 3M | +6.4% | +1.3% | +5.1% | +5.1% |
| 6M | +13.4% | +11.8% | +1.6% | +7.2% |
| YTD | +14.2% | +35.1% | -20.8% | +0.7% |
| 1Y | +15.7% | +48.9% | -33.2% | -1.8% |
| 3Y | +91.3% | +42.8% | +48.5% | +61.1% |
| 5Y | +89.8% | +230.3% | -140.5% | +14.9% |
| 10Y | +336.7% | +167.0% | +169.7% | +120.5% |
| All | +541.2% | +1,373.6% | -832.4% | +98.3% |
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 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