+181.0%
USB vs FANG
+1,220.9%
-1,039.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | 0.0% | -15.6% | +15.6% | +3.9% |
| 30D | +5.8% | -2.9% | +8.8% | +6.3% |
| 3M | -6.0% | -5.1% | -0.9% | -5.2% |
| 6M | +7.8% | -7.3% | +15.0% | +8.5% |
| YTD | +14.6% | +21.1% | -6.5% | +7.3% |
| 1Y | +31.8% | +30.2% | +1.6% | +21.1% |
| 3Y | +91.5% | +24.7% | +66.8% | +75.0% |
| 5Y | +22.0% | +94.4% | -72.3% | -1.9% |
| 10Y | +96.1% | +156.7% | -60.7% | +23.7% |
| All | +181.0% | +1,220.9% | -1,039.9% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling