+265.6%
XLU vs FANG
+1,412.9%
-1,147.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | +2.9% | -4.5% | -1.8% |
| 30D | -3.3% | +2.6% | -5.9% | -3.5% |
| 3M | -3.2% | +7.6% | -10.7% | -3.7% |
| 6M | -7.0% | +17.3% | -24.3% | -8.1% |
| YTD | +0.6% | +38.7% | -38.0% | -1.7% |
| 1Y | +2.4% | +51.6% | -49.2% | -0.6% |
| 3Y | +46.3% | +50.0% | -3.7% | +41.2% |
| 5Y | +44.0% | +237.6% | -193.6% | +31.7% |
| 10Y | +140.1% | +180.7% | -40.6% | +105.8% |
| All | +265.6% | +1,412.9% | -1,147.3% | +176.4% |
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