+414.2%
XLV vs FANG
+1,412.9%
-998.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | +2.9% | -6.4% | -3.8% |
| 30D | -1.8% | +2.6% | -4.4% | -2.1% |
| 3M | +7.8% | +7.6% | +0.2% | +6.9% |
| 6M | +9.1% | +17.3% | -8.2% | +7.0% |
| YTD | +7.7% | +38.7% | -30.9% | +3.7% |
| 1Y | +20.4% | +51.6% | -31.2% | +14.7% |
| 3Y | +30.8% | +50.0% | -19.2% | +23.3% |
| 5Y | +34.6% | +237.6% | -202.9% | +14.7% |
| 10Y | +173.4% | +180.7% | -7.3% | +117.4% |
| All | +414.2% | +1,412.9% | -998.6% | +231.7% |
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