+43.3%
XLP vs FANG
+107.0%
-63.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.4% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +8.3% | -7.2% | +15.6% | +8.7% |
| 3M | +8.7% | -9.8% | +18.5% | +9.2% |
| 6M | +11.2% | -6.7% | +17.9% | +11.3% |
| YTD | +20.0% | +22.4% | -2.5% | +17.7% |
| 1Y | +21.3% | +25.1% | -3.8% | +18.8% |
| 3Y | +43.8% | +28.1% | +15.8% | +38.6% |
| 5Y | +43.3% | +104.7% | -61.4% | +31.5% |
| All | +43.3% | +107.0% | -63.7% | +31.5% |
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