+40.3%
XLC vs FANG
+232.6%
-192.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +0.5% | +2.9% | -2.4% | +0.1% |
| 30D | +2.1% | +2.6% | -0.5% | +1.7% |
| 3M | +0.7% | +7.6% | -6.9% | -0.5% |
| 6M | -3.2% | +17.3% | -20.5% | -6.0% |
| YTD | -3.8% | +38.7% | -42.5% | -9.2% |
| 1Y | -2.0% | +51.6% | -53.7% | -9.0% |
| 3Y | +71.4% | +50.0% | +21.4% | +56.4% |
| All | +40.3% | +232.6% | -192.3% | +14.0% |
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 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