+32.8%
FANG vs BIYA
-99.8%
+132.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -0.4% | +2.7% | -3.1% | -0.4% |
| 30D | +2.4% | -16.7% | +19.1% | +2.5% |
| 3M | +4.9% | -74.6% | +79.5% | +5.8% |
| 6M | +12.0% | -85.4% | +97.4% | +11.4% |
| YTD | +37.1% | -94.2% | +131.3% | +38.9% |
| 1Y | +52.3% | -98.6% | +150.8% | +60.3% |
| All | +32.8% | -99.8% | +132.5% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling