+205.5%
FANG vs BG
+165.8%
+39.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.9% |
| 7D | +3.3% | +2.1% | +1.1% | +1.9% |
| 30D | +1.6% | +7.3% | -5.7% | -2.9% |
| 3M | +7.7% | -4.1% | +11.7% | +9.4% |
| 6M | +14.0% | -1.6% | +15.7% | +13.8% |
| YTD | +39.2% | +38.6% | +0.6% | +12.3% |
| 1Y | +53.9% | +52.3% | +1.6% | +15.6% |
| 3Y | +45.4% | +14.7% | +30.7% | +26.5% |
| 5Y | +235.9% | +80.1% | +155.8% | +109.4% |
| 10Y | +205.5% | +169.2% | +36.4% | +27.9% |
| All | +205.5% | +165.8% | +39.7% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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