+211.1%
FANG vs BROS
+33.7%
+177.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.7% | +1.6% |
| 7D | +1.2% | -6.1% | +7.3% | +1.6% |
| 30D | +2.4% | -12.4% | +14.8% | +3.2% |
| 3M | +5.1% | -27.9% | +33.0% | +6.9% |
| 6M | +16.4% | -16.8% | +33.2% | +16.7% |
| YTD | +39.0% | -29.0% | +68.0% | +40.9% |
| 1Y | +50.6% | -33.2% | +83.8% | +53.2% |
| 3Y | +46.9% | +56.8% | -9.8% | +36.8% |
| All | +211.1% | +33.7% | +177.5% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling