+181.9%
FANG vs BBY
+252.7%
-70.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.2% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | +2.6% | +9.4% | -6.8% | -0.8% |
| 3M | +7.6% | +19.3% | -11.8% | +0.5% |
| 6M | +17.3% | +47.9% | -30.6% | +0.2% |
| YTD | +38.7% | +39.6% | -0.9% | +20.3% |
| 1Y | +51.6% | +22.2% | +29.5% | +37.2% |
| 3Y | +50.0% | +45.0% | +5.0% | +21.5% |
| 5Y | +237.6% | +2.6% | +235.0% | +197.3% |
| All | +181.9% | +252.7% | -70.8% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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