+225.6%
FANG vs BAX
-68.1%
+293.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +2.9% | -7.9% | +10.7% | +4.0% |
| 30D | +2.6% | -11.7% | +14.3% | +4.3% |
| 3M | +7.6% | +16.2% | -8.6% | +4.5% |
| 6M | +17.3% | +32.0% | -14.7% | +11.0% |
| YTD | +38.7% | +24.7% | +14.0% | +31.7% |
| 1Y | +51.6% | -2.6% | +54.3% | +51.4% |
| 3Y | +50.0% | -35.0% | +84.9% | +60.0% |
| All | +225.6% | -68.1% | +293.7% | +307.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling