+506.8%
XLI vs FANG
+1,412.9%
-906.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | -1.3% | +7.6% | -8.9% | -3.0% |
| 6M | +2.2% | +17.3% | -15.1% | -1.7% |
| YTD | +11.7% | +38.7% | -27.0% | +3.8% |
| 1Y | +14.3% | +51.6% | -37.4% | +4.1% |
| 3Y | +70.3% | +50.0% | +20.4% | +53.2% |
| 5Y | +82.3% | +237.6% | -155.2% | +37.1% |
| 10Y | +258.4% | +180.7% | +77.7% | +139.5% |
| All | +506.8% | +1,412.9% | -906.1% | +208.1% |
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 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