+31.1%
USB vs FANG
+26.9%
+4.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.3% |
| 7D | +1.2% | +2.1% | -0.9% | +1.4% |
| 30D | +6.3% | -7.5% | +13.8% | +5.5% |
| 3M | -6.1% | -8.2% | +2.1% | -6.7% |
| 6M | +13.0% | -6.4% | +19.4% | +12.9% |
| YTD | +16.6% | +24.1% | -7.5% | +14.7% |
| 1Y | +31.1% | +28.5% | +2.6% | +27.2% |
| All | +31.1% | +26.9% | +4.2% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling