+1,440.5%
FANG vs BN
+497.7%
+942.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | +2.9% | -5.2% | +8.1% | +6.2% |
| 30D | +2.6% | -14.5% | +17.1% | +12.5% |
| 3M | +7.6% | -15.0% | +22.6% | +17.7% |
| 6M | +17.3% | -5.4% | +22.7% | +17.2% |
| YTD | +38.7% | -16.4% | +55.1% | +48.2% |
| 1Y | +51.6% | -16.2% | +67.9% | +60.3% |
| 3Y | +50.0% | +67.5% | -17.6% | -7.9% |
| 5Y | +237.6% | +34.1% | +203.4% | +132.3% |
| 10Y | +180.7% | +261.8% | -81.2% | +3.9% |
| All | +1,440.5% | +497.7% | +942.8% | +345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling