+181.9%
FANG vs BAX
-38.1%
+220.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +2.9% | -7.9% | +10.7% | +4.8% |
| 30D | +2.6% | -11.7% | +14.3% | +5.5% |
| 3M | +7.6% | +16.2% | -8.6% | +2.7% |
| 6M | +17.3% | +32.0% | -14.7% | +7.4% |
| YTD | +38.7% | +24.7% | +14.0% | +27.6% |
| 1Y | +51.6% | -2.6% | +54.3% | +49.3% |
| 3Y | +50.0% | -35.0% | +84.9% | +62.2% |
| 5Y | +237.6% | -67.6% | +305.1% | +362.3% |
| All | +181.9% | -38.1% | +220.1% | +241.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling