+1,443.7%
FANG vs BN
+495.1%
+948.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.1% |
| 7D | +1.2% | -5.9% | +7.1% | +4.9% |
| 30D | +2.4% | -15.1% | +17.5% | +12.7% |
| 3M | +5.1% | -14.6% | +19.6% | +14.6% |
| 6M | +16.4% | -8.4% | +24.8% | +18.8% |
| YTD | +39.0% | -16.8% | +55.8% | +48.9% |
| 1Y | +50.6% | -14.4% | +65.0% | +56.7% |
| 3Y | +46.9% | +70.1% | -23.2% | -10.9% |
| 5Y | +238.2% | +33.5% | +204.7% | +133.4% |
| 10Y | +181.3% | +260.2% | -79.0% | +4.4% |
| All | +1,443.7% | +495.1% | +948.6% | +347.4% |
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