+147.4%
T vs FANG
+1,416.0%
-1,268.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.5% |
| 7D | -2.4% | +1.2% | -3.7% | -2.6% |
| 30D | +4.3% | +2.4% | +1.9% | +4.0% |
| 3M | +11.6% | +5.1% | +6.5% | +10.9% |
| 6M | -5.6% | +16.4% | -22.0% | -7.2% |
| YTD | +6.6% | +39.0% | -32.4% | +2.9% |
| 1Y | -8.4% | +50.6% | -59.0% | -12.3% |
| 3Y | +107.8% | +46.9% | +60.9% | +96.8% |
| 5Y | +68.3% | +238.2% | -170.0% | +43.9% |
| 10Y | +71.1% | +181.3% | -110.1% | +37.0% |
| All | +147.4% | +1,416.0% | -1,268.5% | +62.7% |
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 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