+33.6%
XLY vs FANG
+45.3%
-11.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | +2.9% | -4.6% | -2.0% |
| 30D | -4.2% | +2.6% | -6.8% | -4.5% |
| 3M | -2.7% | +7.6% | -10.3% | -3.8% |
| 6M | -0.6% | +17.3% | -18.0% | -4.1% |
| YTD | -5.0% | +38.7% | -43.7% | -11.8% |
| 1Y | -4.1% | +51.6% | -55.7% | -13.0% |
| 3Y | +33.6% | +50.0% | -16.4% | +21.6% |
| All | +33.6% | +45.3% | -11.7% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling