+226.0%
XLE vs FANG
+228.0%
-2.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -1.4% |
| 7D | +0.5% | +1.2% | -0.7% | -0.3% |
| 30D | +6.6% | +2.4% | +4.2% | +5.0% |
| 3M | +12.3% | +5.1% | +7.2% | +8.6% |
| 6M | +18.4% | +16.4% | +2.0% | +7.1% |
| YTD | +47.2% | +39.0% | +8.3% | +19.1% |
| 1Y | +50.3% | +50.6% | -0.4% | +15.3% |
| 3Y | +55.3% | +46.9% | +8.4% | +16.5% |
| 5Y | +226.0% | +238.2% | -12.3% | +47.1% |
| All | +226.0% | +228.0% | -2.1% | +47.1% |
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