+728.7%
BLK vs FANG
+1,412.9%
-684.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.3% | +2.9% | -6.2% | -3.8% |
| 30D | -6.5% | +2.6% | -9.1% | -7.0% |
| 3M | +6.7% | +7.6% | -0.8% | +4.9% |
| 6M | +14.7% | +17.3% | -2.6% | +10.2% |
| YTD | +2.5% | +38.7% | -36.1% | -5.0% |
| 1Y | -2.8% | +51.6% | -54.4% | -11.6% |
| 3Y | +65.9% | +50.0% | +15.9% | +48.7% |
| 5Y | +33.0% | +237.6% | -204.6% | -0.1% |
| 10Y | +281.2% | +180.7% | +100.5% | +155.6% |
| All | +728.7% | +1,412.9% | -684.1% | +291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling