+192.6%
XLE vs FANG
+1,373.6%
-1,181.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | 0.0% | -1.7% | +1.7% | +0.8% |
| 30D | +12.6% | +6.8% | +5.9% | +9.2% |
| 3M | +11.8% | +1.3% | +10.6% | +11.0% |
| 6M | +16.1% | +11.8% | +4.3% | +9.7% |
| YTD | +46.9% | +35.1% | +11.8% | +26.8% |
| 1Y | +53.3% | +48.9% | +4.3% | +26.1% |
| 3Y | +54.9% | +42.8% | +12.1% | +27.8% |
| 5Y | +225.7% | +230.3% | -4.6% | +83.9% |
| 10Y | +170.7% | +167.0% | +3.6% | +32.4% |
| All | +192.6% | +1,373.6% | -1,181.0% | -5.4% |
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