+210.5%
FANG vs BROS
+35.1%
+175.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +2.9% | -5.8% | +8.6% | +3.3% |
| 30D | +2.6% | -14.0% | +16.6% | +3.6% |
| 3M | +7.6% | -32.5% | +40.1% | +10.1% |
| 6M | +17.3% | -14.9% | +32.2% | +17.3% |
| YTD | +38.7% | -28.3% | +67.0% | +40.5% |
| 1Y | +51.6% | -34.0% | +85.6% | +54.4% |
| 3Y | +50.0% | +63.0% | -13.0% | +39.1% |
| All | +210.5% | +35.1% | +175.4% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 5y: compounded portfolio wealth divided by compounded BROS 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…
5y analysis · Full analysis span regression · 6 months rolling