+34.3%
FANG vs BAX
+46.0%
-11.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -4.3% |
| 7D | -11.3% | +4.1% | -15.4% | -10.4% |
| 30D | -0.7% | +9.4% | -10.1% | +1.0% |
| 3M | -4.2% | -6.5% | +2.3% | -4.1% |
| 6M | -13.5% | +59.6% | -73.1% | -9.1% |
| YTD | +23.7% | +38.9% | -15.1% | +29.8% |
| 1Y | +34.3% | +48.0% | -13.7% | +40.1% |
| All | +34.3% | +46.0% | -11.7% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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