+547.1%
XYZ vs FANG
+204.4%
+342.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.5% |
| 7D | -1.1% | +4.0% | -5.1% | -2.0% |
| 30D | +11.5% | -5.8% | +17.3% | +12.6% |
| 3M | +1.8% | -6.7% | +8.5% | +2.8% |
| 6M | +21.2% | -6.4% | +27.6% | +21.3% |
| YTD | +29.9% | +25.9% | +4.0% | +19.6% |
| 1Y | +35.8% | +31.1% | +4.6% | +23.3% |
| 3Y | +62.6% | +31.3% | +31.2% | +45.7% |
| 5Y | -62.8% | +108.3% | -171.1% | -70.3% |
| 10Y | +612.0% | +156.4% | +455.6% | +392.1% |
| All | +547.1% | +204.4% | +342.7% | +327.9% |
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