+139.9%
XLC vs FANG
+121.2%
+18.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | -0.9% | +2.4% | -3.3% | -1.3% |
| 3M | -0.3% | +4.9% | -5.2% | -1.2% |
| 6M | -5.2% | +12.0% | -17.2% | -7.2% |
| YTD | -5.3% | +37.1% | -42.4% | -10.2% |
| 1Y | -2.8% | +52.3% | -55.1% | -9.4% |
| 3Y | +71.2% | +45.0% | +26.3% | +58.6% |
| 5Y | +37.6% | +231.0% | -193.4% | +11.3% |
| All | +139.9% | +121.2% | +18.6% | +94.7% |
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