+1,440.5%
FANG vs VCLT
+37.6%
+1,403.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -1.4% | +4.2% | +3.1% |
| 30D | +2.6% | -1.2% | +3.8% | +2.8% |
| 3M | +7.6% | -4.8% | +12.3% | +8.2% |
| 6M | +17.3% | -2.6% | +19.9% | +17.5% |
| YTD | +38.7% | -3.3% | +42.0% | +39.1% |
| 1Y | +51.6% | -4.8% | +56.5% | +52.5% |
| 3Y | +50.0% | +11.5% | +38.4% | +46.3% |
| 5Y | +237.6% | -17.0% | +254.5% | +247.9% |
| 10Y | +180.7% | +16.7% | +163.9% | +199.1% |
| All | +1,440.5% | +37.6% | +1,403.0% | +1,643.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling