+1,642.3%
BX vs FANG
+1,412.9%
+229.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -5.6% | +2.9% | -8.5% | -6.3% |
| 30D | -12.2% | +2.6% | -14.8% | -12.9% |
| 3M | +7.4% | +7.6% | -0.2% | +5.0% |
| 6M | +22.2% | +17.3% | +4.8% | +16.1% |
| YTD | -14.0% | +38.7% | -52.7% | -21.7% |
| 1Y | -27.3% | +51.6% | -78.9% | -35.4% |
| 3Y | +24.5% | +50.0% | -25.4% | +9.8% |
| 5Y | +18.9% | +237.6% | -218.7% | -13.7% |
| 10Y | +665.4% | +180.7% | +484.7% | +388.7% |
| All | +1,642.3% | +1,412.9% | +229.5% | +671.2% |
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