+120.4%
XLK vs FANG
+45.3%
+75.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | +2.9% | -2.7% | -0.3% |
| 30D | -0.6% | +2.6% | -3.2% | -1.1% |
| 3M | +2.6% | +7.6% | -5.0% | +1.1% |
| 6M | +34.0% | +17.3% | +16.6% | +28.8% |
| YTD | +30.7% | +38.7% | -8.0% | +20.5% |
| 1Y | +39.2% | +51.6% | -12.4% | +25.0% |
| 3Y | +120.4% | +50.0% | +70.5% | +101.1% |
| All | +120.4% | +45.3% | +75.2% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling