+51.6%
FANG vs BTDR
-13.8%
+65.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.1% |
| 7D | +2.9% | -3.4% | +6.3% | +2.8% |
| 30D | +2.6% | +32.6% | -30.0% | +3.7% |
| 3M | +7.6% | -32.2% | +39.8% | +7.6% |
| 6M | +17.3% | +52.4% | -35.0% | +18.4% |
| YTD | +38.7% | +6.7% | +32.0% | +40.9% |
| 1Y | +51.6% | -15.2% | +66.9% | +55.6% |
| All | +51.6% | -13.8% | +65.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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