+48.3%
XLE vs FANG
+43.7%
+4.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | +0.1% |
| 7D | +2.2% | +0.8% | +1.4% | +1.8% |
| 30D | +11.8% | +7.6% | +4.2% | +7.4% |
| 3M | +9.8% | -1.3% | +11.1% | +10.1% |
| 6M | +15.6% | +14.7% | +0.9% | +6.9% |
| YTD | +45.3% | +34.8% | +10.5% | +22.9% |
| 1Y | +48.3% | +42.9% | +5.4% | +21.3% |
| All | +48.3% | +43.7% | +4.6% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling