+406.7%
BNY vs FANG
+182.5%
+224.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.3% | +2.9% | -4.2% | -2.0% |
| 30D | -0.2% | +2.6% | -2.8% | -0.8% |
| 3M | +14.9% | +7.6% | +7.4% | +12.6% |
| 6M | +40.0% | +17.3% | +22.7% | +33.7% |
| YTD | +42.0% | +38.7% | +3.3% | +30.0% |
| 1Y | +56.9% | +51.6% | +5.2% | +40.2% |
| 3Y | +289.9% | +50.0% | +239.9% | +242.2% |
| 5Y | +259.2% | +237.6% | +21.6% | +153.5% |
| All | +406.7% | +182.5% | +224.2% | +208.0% |
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 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