+1,068.2%
V vs FANG
+1,395.6%
-327.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | +1.9% | +2.4% | -0.5% | +1.4% |
| 3M | +13.2% | +4.9% | +8.3% | +12.0% |
| 6M | +16.7% | +12.0% | +4.7% | +13.8% |
| YTD | +5.4% | +37.1% | -31.7% | -0.9% |
| 1Y | +7.7% | +52.3% | -44.6% | -0.8% |
| 3Y | +52.0% | +45.0% | +7.0% | +38.9% |
| 5Y | +67.7% | +231.0% | -163.2% | +30.2% |
| 10Y | +384.8% | +177.5% | +207.3% | +232.5% |
| All | +1,068.2% | +1,395.6% | -327.4% | +500.6% |
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