+71.2%
BKR vs FANG
+45.3%
+26.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -7.0% | +2.9% | -9.9% | -8.5% |
| 30D | -8.1% | +2.6% | -10.7% | -9.6% |
| 3M | -6.6% | +7.6% | -14.2% | -11.0% |
| 6M | +0.9% | +17.3% | -16.5% | -9.6% |
| YTD | +31.1% | +38.7% | -7.6% | +5.6% |
| 1Y | +27.7% | +51.6% | -23.9% | -3.0% |
| 3Y | +71.2% | +50.0% | +21.3% | +28.3% |
| All | +71.2% | +45.3% | +26.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling