+2,964.1%
TER vs FANG
+1,395.6%
+1,568.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.8% |
| 7D | +12.4% | -0.4% | +12.7% | +12.4% |
| 30D | +5.1% | +2.4% | +2.7% | +4.5% |
| 3M | +4.0% | +4.9% | -0.9% | +2.4% |
| 6M | +29.5% | +12.0% | +17.5% | +24.7% |
| YTD | +98.5% | +37.1% | +61.4% | +82.0% |
| 1Y | +234.1% | +52.3% | +181.8% | +198.7% |
| 3Y | +289.0% | +45.0% | +244.1% | +248.3% |
| 5Y | +228.2% | +231.0% | -2.8% | +142.0% |
| 10Y | +1,895.7% | +177.5% | +1,718.2% | +1,197.8% |
| All | +2,964.1% | +1,395.6% | +1,568.5% | +1,429.4% |
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