+225.6%
FANG vs BB
-26.5%
+252.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +2.9% | -0.4% | +3.3% | +2.9% |
| 30D | +2.6% | -12.5% | +15.2% | +3.6% |
| 3M | +7.6% | -17.4% | +25.0% | +8.4% |
| 6M | +17.3% | +119.1% | -101.8% | +7.1% |
| YTD | +38.7% | +102.4% | -63.7% | +27.4% |
| 1Y | +51.6% | +98.2% | -46.5% | +38.9% |
| 3Y | +50.0% | +46.9% | +3.0% | +39.1% |
| All | +225.6% | -26.5% | +252.0% | +246.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling