+50.0%
FANG vs VCLT
+11.4%
+38.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -1.4% | +4.2% | +2.7% |
| 30D | +2.6% | -1.2% | +3.8% | +2.5% |
| 3M | +7.6% | -4.8% | +12.3% | +7.2% |
| 6M | +17.3% | -2.6% | +19.9% | +16.9% |
| YTD | +38.7% | -3.3% | +42.0% | +38.3% |
| 1Y | +51.6% | -4.8% | +56.5% | +51.4% |
| 3Y | +50.0% | +11.5% | +38.4% | +49.3% |
| All | +50.0% | +11.4% | +38.6% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling