-2.6%
BA vs FANG
+228.0%
-230.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.1% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | -12.2% | +2.4% | -14.6% | -12.7% |
| 3M | -2.0% | +5.1% | -7.1% | -3.7% |
| 6M | -6.0% | +16.4% | -22.4% | -11.1% |
| YTD | -5.7% | +39.0% | -44.6% | -15.7% |
| 1Y | -10.0% | +50.6% | -60.6% | -21.7% |
| 3Y | -3.1% | +46.9% | -50.0% | -17.6% |
| 5Y | -2.6% | +238.2% | -240.9% | -40.2% |
| All | -2.6% | +228.0% | -230.6% | -40.2% |
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 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