+220.1%
FANG vs BTDR
+19.6%
+200.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.3% |
| 7D | +2.9% | -3.4% | +6.3% | +2.9% |
| 30D | +2.6% | +32.6% | -30.0% | +2.0% |
| 3M | +7.6% | -32.2% | +39.8% | +8.2% |
| 6M | +17.3% | +52.4% | -35.0% | +15.1% |
| YTD | +38.7% | +6.7% | +32.0% | +37.2% |
| 1Y | +51.6% | -15.2% | +66.9% | +50.0% |
| 3Y | +50.0% | +14.9% | +35.1% | +45.7% |
| 5Y | +237.6% | +20.8% | +216.8% | +224.7% |
| All | +220.1% | +19.6% | +200.5% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling