+274.2%
XLB vs FANG
+1,395.6%
-1,121.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -2.9% | -0.4% | -2.6% | -2.9% |
| 30D | -3.4% | +2.4% | -5.8% | -3.9% |
| 3M | +1.6% | +4.9% | -3.3% | +0.2% |
| 6M | +3.6% | +12.0% | -8.4% | +0.4% |
| YTD | +14.2% | +37.1% | -22.8% | +6.1% |
| 1Y | +15.6% | +52.3% | -36.7% | +4.9% |
| 3Y | +33.1% | +45.0% | -11.8% | +19.9% |
| 5Y | +35.0% | +231.0% | -195.9% | +1.3% |
| 10Y | +164.5% | +177.5% | -12.9% | +76.1% |
| All | +274.2% | +1,395.6% | -1,121.3% | +83.0% |
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 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