-1.5%
BAC vs FANG
+32.3%
-33.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +3.6% |
| 7D | +1.5% | -11.3% | +12.9% | +0.7% |
| 30D | -4.4% | -0.7% | -3.7% | -4.4% |
| 3M | -17.5% | -4.2% | -13.3% | -17.4% |
| 6M | -0.1% | -13.5% | +13.4% | -0.8% |
| YTD | -4.6% | +23.7% | -28.4% | -6.6% |
| 1Y | -1.5% | +34.3% | -35.8% | -7.1% |
| All | -1.5% | +32.3% | -33.8% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling