+533.2%
XYZ vs FANG
+225.8%
+307.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -1.7% | +7.6% | -9.3% | -3.7% |
| 3M | +16.7% | -1.3% | +18.0% | +16.3% |
| 6M | +26.9% | +14.7% | +12.2% | +20.7% |
| YTD | +27.1% | +34.8% | -7.6% | +15.8% |
| 1Y | +9.3% | +42.9% | -33.7% | -2.4% |
| 3Y | +42.3% | +43.8% | -1.5% | +25.3% |
| 5Y | -69.3% | +225.8% | -295.1% | -77.8% |
| 10Y | +586.8% | +171.9% | +414.9% | +370.0% |
| All | +533.2% | +225.8% | +307.4% | +314.4% |
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