+254.7%
BA vs FANG
+1,370.4%
-1,115.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.4% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | -11.6% | +7.6% | -19.2% | -13.7% |
| 3M | -2.4% | -1.3% | -1.1% | -2.9% |
| 6M | -6.6% | +14.7% | -21.3% | -12.2% |
| YTD | -2.2% | +34.8% | -37.0% | -13.0% |
| 1Y | -8.0% | +42.9% | -50.9% | -19.9% |
| 3Y | -5.0% | +43.8% | -48.8% | -19.5% |
| 5Y | -2.7% | +225.8% | -228.5% | -38.8% |
| 10Y | +75.9% | +171.9% | -96.0% | -9.4% |
| All | +254.7% | +1,370.4% | -1,115.7% | +52.9% |
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