+474.2%
XLF vs FANG
+1,412.9%
-938.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | +2.9% | -4.3% | -2.1% |
| 30D | -1.2% | +2.6% | -3.8% | -1.8% |
| 3M | +9.2% | +7.6% | +1.6% | +7.1% |
| 6M | +16.3% | +17.3% | -1.0% | +11.4% |
| YTD | +5.4% | +38.7% | -33.2% | -2.9% |
| 1Y | +7.6% | +51.6% | -44.0% | -3.0% |
| 3Y | +74.2% | +50.0% | +24.2% | +54.5% |
| 5Y | +66.1% | +237.6% | -171.4% | +20.4% |
| 10Y | +252.8% | +180.7% | +72.1% | +123.4% |
| All | +474.2% | +1,412.9% | -938.7% | +164.8% |
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