+165.4%
W vs FANG
+262.8%
-97.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +5.9% | -0.4% | +6.3% | +6.0% |
| 30D | -3.0% | +2.4% | -5.4% | -3.7% |
| 3M | +40.3% | +4.9% | +35.4% | +37.3% |
| 6M | +32.2% | +12.0% | +20.2% | +25.9% |
| YTD | -0.3% | +37.1% | -37.4% | -10.0% |
| 1Y | +16.2% | +52.3% | -36.1% | +1.8% |
| 3Y | +40.7% | +45.0% | -4.2% | +24.8% |
| 5Y | -62.3% | +231.0% | -293.3% | -72.3% |
| 10Y | +162.2% | +177.5% | -15.2% | +68.5% |
| All | +165.4% | +262.8% | -97.4% | +68.2% |
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 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