+34.3%
FANG vs BNS
+52.0%
-17.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -3.8% |
| 7D | -11.3% | +2.0% | -13.3% | -10.6% |
| 30D | -0.7% | +7.8% | -8.4% | +2.1% |
| 3M | -4.2% | +11.7% | -15.8% | +0.5% |
| 6M | -13.5% | +28.2% | -41.7% | -3.3% |
| YTD | +23.7% | +34.8% | -11.0% | +40.8% |
| 1Y | +34.3% | +51.1% | -16.7% | +52.9% |
| All | +34.3% | +52.0% | -17.6% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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