+79.8%
USB vs FANG
+153.8%
-74.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +1.2% | +2.1% | -0.9% | +0.6% |
| 30D | +6.3% | -7.5% | +13.8% | +8.2% |
| 3M | -6.1% | -8.2% | +2.1% | -4.4% |
| 6M | +13.0% | -6.4% | +19.4% | +13.6% |
| YTD | +16.6% | +24.1% | -7.5% | +7.4% |
| 1Y | +31.1% | +28.5% | +2.6% | +19.5% |
| 3Y | +100.9% | +29.8% | +71.1% | +79.0% |
| 5Y | +24.5% | +105.2% | -80.7% | -4.8% |
| All | +79.8% | +153.8% | -74.0% | +4.7% |
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 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