+51.6%
FANG vs BB
+104.0%
-52.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.1% |
| 7D | +2.9% | -0.4% | +3.3% | +2.9% |
| 30D | +2.6% | -12.5% | +15.2% | +2.1% |
| 3M | +7.6% | -17.4% | +25.0% | +6.8% |
| 6M | +17.3% | +119.1% | -101.8% | +25.6% |
| YTD | +38.7% | +102.4% | -63.7% | +47.8% |
| 1Y | +51.6% | +98.2% | -46.5% | +64.2% |
| All | +51.6% | +104.0% | -52.3% | +64.2% |
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