+785.9%
BAC vs FANG
+1,373.6%
-587.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.2% | -1.7% | +2.9% | +1.6% |
| 30D | -0.7% | +6.8% | -7.5% | -2.6% |
| 3M | +16.9% | +1.3% | +15.6% | +15.9% |
| 6M | +29.6% | +11.8% | +17.8% | +23.9% |
| YTD | +15.3% | +35.1% | -19.8% | +4.0% |
| 1Y | +28.8% | +48.9% | -20.1% | +12.6% |
| 3Y | +136.4% | +42.8% | +93.6% | +105.1% |
| 5Y | +72.9% | +230.3% | -157.4% | +14.1% |
| 10Y | +391.8% | +167.0% | +224.7% | +181.3% |
| All | +785.9% | +1,373.6% | -587.7% | +215.9% |
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