+1,440.5%
FANG vs BR
+861.4%
+579.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | -3.0% | +5.9% | +4.3% |
| 30D | +2.6% | -0.3% | +2.9% | +2.5% |
| 3M | +7.6% | +17.3% | -9.7% | -1.5% |
| 6M | +17.3% | -6.7% | +24.0% | +19.5% |
| YTD | +38.7% | -23.4% | +62.1% | +55.2% |
| 1Y | +51.6% | -32.7% | +84.3% | +81.3% |
| 3Y | +50.0% | -5.9% | +55.9% | +46.1% |
| 5Y | +237.6% | +8.4% | +229.1% | +192.5% |
| 10Y | +180.7% | +189.2% | -8.5% | +36.3% |
| All | +1,440.5% | +861.4% | +579.1% | +291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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