+18.4%
BX vs FANG
+232.6%
-214.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -5.6% | +2.9% | -8.5% | -6.5% |
| 30D | -12.2% | +2.6% | -14.8% | -13.1% |
| 3M | +7.4% | +7.6% | -0.2% | +4.2% |
| 6M | +22.2% | +17.3% | +4.8% | +13.5% |
| YTD | -14.0% | +38.7% | -52.7% | -25.1% |
| 1Y | -27.3% | +51.6% | -78.9% | -39.0% |
| 3Y | +24.5% | +50.0% | -25.4% | +1.9% |
| All | +18.4% | +232.6% | -214.1% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling