+81.8%
XLI vs FANG
+232.6%
-150.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.7% | +2.9% | -4.5% | -2.2% |
| 30D | -7.3% | +2.6% | -9.9% | -7.7% |
| 3M | -1.3% | +7.6% | -8.9% | -2.9% |
| 6M | +2.2% | +17.3% | -15.1% | -1.8% |
| YTD | +11.7% | +38.7% | -27.0% | +3.3% |
| 1Y | +14.3% | +51.6% | -37.4% | +3.4% |
| 3Y | +70.3% | +50.0% | +20.4% | +51.4% |
| All | +81.8% | +232.6% | -150.8% | +36.9% |
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