+65.9%
BLK vs FANG
+45.3%
+20.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.3% | +2.9% | -6.2% | -3.7% |
| 30D | -6.5% | +2.6% | -9.1% | -6.9% |
| 3M | +6.7% | +7.6% | -0.8% | +5.4% |
| 6M | +14.7% | +17.3% | -2.6% | +10.4% |
| YTD | +2.5% | +38.7% | -36.1% | -5.4% |
| 1Y | -2.8% | +51.6% | -54.4% | -12.5% |
| 3Y | +65.9% | +50.0% | +15.9% | +47.0% |
| All | +65.9% | +45.3% | +20.6% | +47.0% |
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