+57.9%
XLE vs FANG
+45.3%
+12.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.7% | +2.9% | -1.2% | +0.1% |
| 30D | +6.7% | +2.6% | +4.1% | +5.2% |
| 3M | +14.9% | +7.6% | +7.3% | +9.9% |
| 6M | +15.9% | +17.3% | -1.4% | +5.3% |
| YTD | +47.7% | +38.7% | +9.0% | +21.9% |
| 1Y | +50.7% | +51.6% | -0.9% | +17.9% |
| 3Y | +57.9% | +50.0% | +7.9% | +20.2% |
| All | +57.9% | +45.3% | +12.6% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling