-63.2%
W vs FANG
+232.6%
-295.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -0.9% | +2.9% | -3.8% | -1.6% |
| 30D | -4.2% | +2.6% | -6.9% | -5.1% |
| 3M | +26.9% | +7.6% | +19.3% | +22.5% |
| 6M | +31.2% | +17.3% | +13.9% | +20.1% |
| YTD | -1.8% | +38.7% | -40.5% | -16.5% |
| 1Y | +9.3% | +51.6% | -42.3% | -11.2% |
| 3Y | +33.2% | +50.0% | -16.8% | +7.9% |
| All | -63.2% | +232.6% | -295.8% | -76.2% |
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