-68.1%
XYZ vs FANG
+228.0%
-296.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -5.2% | +1.2% | -6.4% | -5.6% |
| 30D | 0.0% | +2.4% | -2.4% | -0.9% |
| 3M | +18.7% | +5.1% | +13.6% | +15.6% |
| 6M | +20.5% | +16.4% | +4.1% | +11.4% |
| YTD | +21.5% | +39.0% | -17.5% | +4.4% |
| 1Y | +7.2% | +50.6% | -43.4% | -11.5% |
| 3Y | +49.0% | +46.9% | +2.0% | +20.1% |
| 5Y | -68.1% | +238.2% | -306.4% | -77.6% |
| All | -68.1% | +228.0% | -296.1% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling