+196.8%
USB vs FANG
+1,370.4%
-1,173.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.2% |
| 7D | +1.4% | +0.8% | +0.7% | +1.2% |
| 30D | -1.3% | +7.6% | -8.9% | -3.1% |
| 3M | +15.2% | -1.3% | +16.5% | +15.0% |
| 6M | +18.8% | +14.7% | +4.2% | +13.6% |
| YTD | +21.0% | +34.8% | -13.8% | +10.9% |
| 1Y | +34.0% | +42.9% | -8.9% | +20.7% |
| 3Y | +95.3% | +43.8% | +51.5% | +73.0% |
| 5Y | +40.4% | +225.8% | -185.5% | +0.2% |
| 10Y | +107.3% | +171.9% | -64.6% | +28.5% |
| All | +196.8% | +1,370.4% | -1,173.7% | +48.7% |
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 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