+15.6%
U vs FANG
+45.3%
-29.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +5.5% | +2.9% | +2.6% | +5.0% |
| 30D | -1.3% | +2.6% | -3.9% | -1.8% |
| 3M | +64.6% | +7.6% | +57.0% | +61.5% |
| 6M | +119.4% | +17.3% | +102.0% | +108.0% |
| YTD | -0.5% | +38.7% | -39.2% | -11.5% |
| 1Y | +1.3% | +51.6% | -50.4% | -13.8% |
| 3Y | +15.6% | +50.0% | -34.3% | -7.7% |
| All | +15.6% | +45.3% | -29.6% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling