+149.7%
XBI vs FANG
+182.5%
-32.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.6% | +2.9% | -7.5% | -5.1% |
| 30D | -2.0% | +2.6% | -4.6% | -2.5% |
| 3M | +17.8% | +7.6% | +10.2% | +15.8% |
| 6M | +23.7% | +17.3% | +6.4% | +19.1% |
| YTD | +28.2% | +38.7% | -10.4% | +19.2% |
| 1Y | +64.0% | +51.6% | +12.3% | +49.5% |
| 3Y | +99.4% | +50.0% | +49.4% | +79.1% |
| 5Y | +19.3% | +237.6% | -218.2% | -10.8% |
| All | +149.7% | +182.5% | -32.8% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling