-0.7%
BKR vs FANG
+32.1%
-32.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.6% | -6.7% |
| 7D | -15.2% | -13.0% | -2.2% | -11.3% |
| 30D | -19.1% | -2.9% | -16.2% | -18.1% |
| 3M | -24.8% | -3.0% | -21.8% | -24.4% |
| 6M | -31.6% | -11.9% | -19.6% | -29.9% |
| YTD | +2.5% | +21.5% | -18.9% | -7.8% |
| 1Y | -0.7% | +34.0% | -34.7% | -15.2% |
| All | -0.7% | +32.1% | -32.8% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling