+8.7%
V vs FANG
+52.7%
-43.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.2% | +2.9% | -4.1% | -0.9% |
| 30D | +3.1% | +2.6% | +0.5% | +3.4% |
| 3M | +16.3% | +7.6% | +8.8% | +17.4% |
| 6M | +20.4% | +17.3% | +3.1% | +23.0% |
| YTD | +6.3% | +38.7% | -32.4% | +11.4% |
| 1Y | +8.7% | +51.6% | -42.9% | +13.0% |
| All | +8.7% | +52.7% | -43.9% | +13.0% |
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