+34.3%
FANG vs BIYA
-99.8%
+134.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | +2.9% | -1.8% | +4.7% | +2.9% |
| 30D | +2.6% | -17.5% | +20.1% | +2.7% |
| 3M | +7.6% | -78.0% | +85.6% | +9.0% |
| 6M | +17.3% | -89.5% | +106.8% | +17.9% |
| YTD | +38.7% | -94.3% | +132.9% | +40.5% |
| 1Y | +51.6% | -98.6% | +150.2% | +59.6% |
| All | +34.3% | -99.8% | +134.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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