-35.7%
U vs FANG
+677.9%
-713.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +5.5% | +2.9% | +2.6% | +5.1% |
| 30D | -1.3% | +2.6% | -3.9% | -1.7% |
| 3M | +64.6% | +7.6% | +57.0% | +62.3% |
| 6M | +119.4% | +17.3% | +102.0% | +112.3% |
| YTD | -0.5% | +38.7% | -39.2% | -6.9% |
| 1Y | +1.3% | +51.6% | -50.4% | -7.1% |
| 3Y | +15.6% | +50.0% | -34.3% | +5.7% |
| 5Y | -67.5% | +237.6% | -305.0% | -70.3% |
| All | -35.7% | +677.9% | -713.6% | -18.8% |
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