+599.1%
XYZ vs FANG
+182.5%
+416.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.3% | +2.9% | -7.2% | -5.0% |
| 30D | +1.2% | +2.6% | -1.4% | +0.4% |
| 3M | +14.6% | +7.6% | +7.1% | +11.8% |
| 6M | +22.6% | +17.3% | +5.2% | +15.9% |
| YTD | +21.7% | +38.7% | -17.0% | +9.9% |
| 1Y | +6.7% | +51.6% | -44.9% | -6.3% |
| 3Y | +46.8% | +50.0% | -3.1% | +27.7% |
| 5Y | -68.0% | +237.6% | -305.6% | -77.1% |
| All | +599.1% | +182.5% | +416.6% | +397.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling