+1,003.0%
BE vs FANG
+102.2%
+900.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | +9.0% | +2.9% | +6.2% | +7.6% |
| 30D | +16.3% | +2.6% | +13.7% | +14.4% |
| 3M | +10.8% | +7.6% | +3.2% | +5.6% |
| 6M | +73.2% | +17.3% | +55.9% | +56.8% |
| YTD | +217.4% | +38.7% | +178.7% | +163.8% |
| 1Y | +309.8% | +51.6% | +258.1% | +224.1% |
| 3Y | +1,726.2% | +50.0% | +1,676.2% | +1,307.4% |
| 5Y | +1,306.2% | +237.6% | +1,068.6% | +591.2% |
| All | +1,003.0% | +102.2% | +900.8% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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