+50.0%
FANG vs BBWI
-45.3%
+95.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.8% |
| 7D | +2.9% | -4.8% | +7.7% | +3.3% |
| 30D | +2.6% | +3.5% | -0.9% | +2.2% |
| 3M | +7.6% | -0.3% | +7.9% | +6.8% |
| 6M | +17.3% | -5.4% | +22.7% | +16.5% |
| YTD | +38.7% | -4.7% | +43.4% | +36.7% |
| 1Y | +51.6% | -30.5% | +82.1% | +57.0% |
| 3Y | +50.0% | -44.3% | +94.3% | +58.0% |
| All | +50.0% | -45.3% | +95.3% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling