+181.9%
FANG vs BBWI
-55.0%
+236.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -1.8% |
| 7D | +2.9% | -4.8% | +7.7% | +4.0% |
| 30D | +2.6% | +3.5% | -0.9% | +1.2% |
| 3M | +7.6% | -0.3% | +7.9% | +5.9% |
| 6M | +17.3% | -5.4% | +22.7% | +14.8% |
| YTD | +38.7% | -4.7% | +43.4% | +34.2% |
| 1Y | +51.6% | -30.5% | +82.1% | +57.5% |
| 3Y | +50.0% | -44.3% | +94.3% | +56.1% |
| 5Y | +237.6% | -66.9% | +304.4% | +288.5% |
| All | +181.9% | -55.0% | +236.9% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling