+755.7%
TEAM vs FANG
+254.0%
+501.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | +2.9% | -8.1% | -5.5% |
| 30D | +15.8% | +2.6% | +13.1% | +15.4% |
| 3M | +101.5% | +7.6% | +93.9% | +99.1% |
| 6M | +138.2% | +17.3% | +120.9% | +132.3% |
| YTD | +10.8% | +38.7% | -27.8% | +5.5% |
| 1Y | +1.7% | +51.6% | -50.0% | -4.4% |
| 3Y | -16.0% | +50.0% | -66.0% | -21.5% |
| 5Y | -52.7% | +237.6% | -290.3% | -59.5% |
| 10Y | +509.6% | +180.7% | +328.9% | +413.2% |
| All | +755.7% | +254.0% | +501.7% | +612.4% |
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 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