+181.9%
FANG vs BAH
+207.9%
-26.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.9% | +4.3% | -1.4% | +2.0% |
| 30D | +2.6% | -2.5% | +5.1% | +3.1% |
| 3M | +7.6% | -0.9% | +8.5% | +7.3% |
| 6M | +17.3% | +1.5% | +15.9% | +15.9% |
| YTD | +38.7% | -8.0% | +46.6% | +38.8% |
| 1Y | +51.6% | -24.7% | +76.4% | +58.9% |
| 3Y | +50.0% | -28.4% | +78.4% | +51.5% |
| 5Y | +237.6% | +2.8% | +234.8% | +199.1% |
| All | +181.9% | +207.9% | -26.0% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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