+134.2%
BP vs FANG
+182.5%
-48.3%
-63.9%
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 | +5.2% | +2.9% | +2.3% | +3.9% |
| 30D | +8.7% | +2.6% | +6.1% | +7.5% |
| 3M | +9.3% | +7.6% | +1.8% | +6.0% |
| 6M | +13.6% | +17.3% | -3.7% | +5.7% |
| YTD | +37.7% | +38.7% | -1.0% | +18.9% |
| 1Y | +40.6% | +51.6% | -11.0% | +16.6% |
| 3Y | +40.3% | +50.0% | -9.6% | +14.6% |
| 5Y | +141.4% | +237.6% | -96.1% | +37.7% |
| All | +134.2% | +182.5% | -48.3% | +7.0% |
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