+225.6%
FANG vs VCLT
-17.2%
+242.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -1.4% | +4.2% | +2.8% |
| 30D | +2.6% | -1.2% | +3.8% | +2.6% |
| 3M | +7.6% | -4.8% | +12.3% | +7.6% |
| 6M | +17.3% | -2.6% | +19.9% | +17.2% |
| YTD | +38.7% | -3.3% | +42.0% | +38.6% |
| 1Y | +51.6% | -4.8% | +56.5% | +51.7% |
| 3Y | +50.0% | +11.5% | +38.4% | +48.3% |
| All | +225.6% | -17.2% | +242.8% | +216.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling