+1,422.9%
FANG vs BBWI
-21.8%
+1,444.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.8% | +3.1% |
| 7D | -0.4% | -4.4% | +4.0% | +0.6% |
| 30D | +2.4% | -7.4% | +9.8% | +3.9% |
| 3M | +4.9% | -2.2% | +7.1% | +3.7% |
| 6M | +12.0% | -16.3% | +28.3% | +13.3% |
| YTD | +37.1% | -9.1% | +46.2% | +34.3% |
| 1Y | +52.3% | -34.5% | +86.8% | +60.8% |
| 3Y | +45.0% | -47.0% | +91.9% | +52.9% |
| 5Y | +231.0% | -68.8% | +299.8% | +287.4% |
| 10Y | +177.5% | -57.4% | +234.8% | +123.0% |
| All | +1,422.9% | -21.8% | +1,444.8% | +833.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling