+225.6%
FANG vs BTI
+118.0%
+107.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +2.6% | -1.1% | +3.7% | +2.8% |
| 3M | +7.6% | -8.8% | +16.3% | +9.6% |
| 6M | +17.3% | -4.0% | +21.3% | +17.3% |
| YTD | +38.7% | +0.4% | +38.3% | +36.4% |
| 1Y | +51.6% | +1.9% | +49.7% | +48.3% |
| 3Y | +50.0% | +108.5% | -58.6% | +4.4% |
| All | +225.6% | +118.0% | +107.6% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling