+33.6%
USB vs FANG
+46.4%
-12.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +2.1% | -1.7% | +3.8% | +1.9% |
| 30D | -2.3% | +6.8% | -9.0% | -1.6% |
| 3M | +13.9% | +1.3% | +12.6% | +14.3% |
| 6M | +21.6% | +11.8% | +9.8% | +21.4% |
| YTD | +19.3% | +35.1% | -15.7% | +16.1% |
| 1Y | +33.6% | +48.9% | -15.4% | +28.3% |
| All | +33.6% | +46.4% | -12.9% | +28.3% |
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