+84.9%
USB vs FANG
+140.2%
-55.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +1.4% | -7.4% | +8.8% | +3.4% |
| 30D | +6.4% | -7.3% | +13.7% | +8.3% |
| 3M | -4.5% | -10.0% | +5.5% | -2.2% |
| 6M | +11.4% | -4.6% | +16.0% | +11.3% |
| YTD | +17.1% | +20.5% | -3.4% | +8.8% |
| 1Y | +32.6% | +26.0% | +6.6% | +21.5% |
| 3Y | +101.8% | +26.0% | +75.8% | +81.3% |
| 5Y | +25.1% | +104.5% | -79.4% | -4.2% |
| 10Y | +84.9% | +140.5% | -55.7% | +9.1% |
| All | +84.9% | +140.2% | -55.4% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling