+392.9%
BAC vs FANG
+182.5%
+210.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | +2.9% | -2.9% | -0.8% |
| 30D | -2.8% | +2.6% | -5.4% | -3.6% |
| 3M | +14.2% | +7.6% | +6.7% | +11.2% |
| 6M | +30.5% | +17.3% | +13.2% | +22.7% |
| YTD | +15.8% | +38.7% | -22.9% | +2.9% |
| 1Y | +26.2% | +51.6% | -25.5% | +8.7% |
| 3Y | +136.5% | +50.0% | +86.6% | +100.0% |
| 5Y | +75.9% | +237.6% | -161.6% | +11.2% |
| All | +392.9% | +182.5% | +210.4% | +163.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling