+181.9%
FANG vs BTG
+159.3%
+22.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +2.9% | -3.8% | +6.6% | +3.3% |
| 30D | +2.6% | +3.6% | -1.0% | +2.0% |
| 3M | +7.6% | +32.0% | -24.4% | +3.5% |
| 6M | +17.3% | +3.4% | +14.0% | +15.4% |
| YTD | +38.7% | +20.8% | +17.9% | +32.6% |
| 1Y | +51.6% | +22.4% | +29.2% | +43.8% |
| 3Y | +50.0% | +91.7% | -41.8% | +30.1% |
| 5Y | +237.6% | +79.0% | +158.6% | +193.4% |
| All | +181.9% | +159.3% | +22.6% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling