+42.9%
FANG vs BB
+105.3%
-62.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | -5.6% | +6.4% | +0.6% |
| 30D | +7.6% | -11.8% | +19.4% | +7.1% |
| 3M | -1.3% | -25.5% | +24.2% | -2.4% |
| 6M | +14.7% | +121.3% | -106.6% | +22.9% |
| YTD | +34.8% | +103.2% | -68.4% | +43.8% |
| 1Y | +42.9% | +102.6% | -59.7% | +52.4% |
| All | +42.9% | +105.3% | -62.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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