+1,443.7%
FANG vs BB
-4.3%
+1,448.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.8% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | +2.4% | -16.0% | +18.4% | +4.9% |
| 3M | +5.1% | -14.5% | +19.6% | +6.1% |
| 6M | +16.4% | +118.6% | -102.1% | +0.1% |
| YTD | +39.0% | +98.9% | -60.0% | +21.1% |
| 1Y | +50.6% | +99.5% | -48.8% | +30.2% |
| 3Y | +46.9% | +65.4% | -18.4% | +23.9% |
| 5Y | +238.2% | -27.6% | +265.9% | +217.0% |
| 10Y | +181.3% | -0.4% | +181.6% | +95.1% |
| All | +1,443.7% | -4.3% | +1,448.0% | +917.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling