+136.2%
XLP vs FANG
+153.8%
-17.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | -0.2% | +2.1% | -2.3% | -0.3% |
| 30D | +8.2% | -7.5% | +15.6% | +8.6% |
| 3M | +7.7% | -8.2% | +15.9% | +8.2% |
| 6M | +9.3% | -6.4% | +15.7% | +9.5% |
| YTD | +19.5% | +24.1% | -4.6% | +17.4% |
| 1Y | +21.0% | +28.5% | -7.5% | +18.6% |
| 3Y | +43.2% | +29.8% | +13.4% | +39.1% |
| 5Y | +42.7% | +105.2% | -62.5% | +33.3% |
| All | +136.2% | +153.8% | -17.6% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling