+51.6%
FANG vs BAX
-0.4%
+52.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.3% |
| 7D | +2.9% | -7.9% | +10.7% | +2.3% |
| 30D | +2.6% | -11.7% | +14.3% | +1.7% |
| 3M | +7.6% | +16.2% | -8.6% | +8.6% |
| 6M | +17.3% | +32.0% | -14.7% | +19.3% |
| YTD | +38.7% | +24.7% | +14.0% | +41.2% |
| 1Y | +51.6% | -2.6% | +54.3% | +57.2% |
| All | +51.6% | -0.4% | +52.0% | +57.2% |
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 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