+228.2%
XRT vs FANG
+1,395.6%
-1,167.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -6.9% | +2.4% | -9.3% | -7.4% |
| 3M | -0.4% | +4.9% | -5.3% | -1.7% |
| 6M | +2.2% | +12.0% | -9.8% | -0.8% |
| YTD | -0.7% | +37.1% | -37.8% | -7.5% |
| 1Y | -2.0% | +52.3% | -54.3% | -10.7% |
| 3Y | +41.0% | +45.0% | -3.9% | +27.8% |
| 5Y | -3.3% | +231.0% | -234.3% | -26.1% |
| 10Y | +124.8% | +177.5% | -52.6% | +53.9% |
| All | +228.2% | +1,395.6% | -1,167.4% | +72.2% |
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