+34.3%
FANG vs BN
-3.9%
+38.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.1% | -11.0% | -2.8% |
| 7D | -11.3% | +12.0% | -23.3% | -7.7% |
| 30D | -0.7% | +17.0% | -17.7% | +4.9% |
| 3M | -4.2% | -3.2% | -0.9% | -4.0% |
| 6M | -13.5% | -3.9% | -9.6% | -13.0% |
| YTD | +23.7% | -5.6% | +29.3% | +25.7% |
| 1Y | +34.3% | -4.7% | +39.1% | +36.7% |
| All | +34.3% | -3.9% | +38.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling