+274.4%
XLP vs FANG
+1,273.9%
-999.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +2.5% | +4.0% | -1.5% | +2.3% |
| 30D | +7.3% | -5.8% | +13.1% | +7.6% |
| 3M | +8.1% | -6.7% | +14.8% | +8.4% |
| 6M | +10.5% | -6.4% | +16.9% | +10.7% |
| YTD | +21.2% | +25.9% | -4.8% | +18.9% |
| 1Y | +22.7% | +31.1% | -8.4% | +20.0% |
| 3Y | +44.8% | +31.3% | +13.4% | +40.5% |
| 5Y | +44.7% | +108.3% | -63.6% | +34.8% |
| 10Y | +139.1% | +156.4% | -17.3% | +106.3% |
| All | +274.4% | +1,273.9% | -999.5% | +174.2% |
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