+1,440.5%
FANG vs BEN
+39.5%
+1,401.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -3.1% | +6.0% | +4.6% |
| 30D | +2.6% | +0.2% | +2.4% | +2.2% |
| 3M | +7.6% | +6.8% | +0.7% | +2.7% |
| 6M | +17.3% | +38.1% | -20.8% | -4.5% |
| YTD | +38.7% | +44.3% | -5.7% | +9.3% |
| 1Y | +51.6% | +42.6% | +9.1% | +19.7% |
| 3Y | +50.0% | +52.3% | -2.3% | +7.9% |
| 5Y | +237.6% | +37.6% | +199.9% | +144.2% |
| 10Y | +180.7% | +55.4% | +125.3% | +76.1% |
| All | +1,440.5% | +39.5% | +1,401.0% | +953.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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