+25.7%
USB vs FANG
+108.7%
-83.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | +2.6% | +4.0% | -1.4% | +1.6% |
| 30D | +8.4% | -5.8% | +14.2% | +9.7% |
| 3M | -5.5% | -6.7% | +1.2% | -4.3% |
| 6M | +17.7% | -6.4% | +24.1% | +18.3% |
| YTD | +17.6% | +25.9% | -8.4% | +7.0% |
| 1Y | +33.9% | +31.1% | +2.7% | +20.1% |
| 3Y | +103.8% | +31.3% | +72.5% | +77.7% |
| All | +25.7% | +108.7% | -83.0% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling