+1,440.5%
FANG vs VEU
+197.7%
+1,242.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.4% |
| 7D | +2.9% | -1.4% | +4.3% | +4.6% |
| 30D | +2.6% | -0.4% | +3.0% | +2.9% |
| 3M | +7.6% | +2.5% | +5.0% | +3.1% |
| 6M | +17.3% | +11.1% | +6.2% | -1.2% |
| YTD | +38.7% | +16.5% | +22.2% | +9.1% |
| 1Y | +51.6% | +22.9% | +28.7% | +10.8% |
| 3Y | +50.0% | +73.4% | -23.5% | -32.0% |
| 5Y | +237.6% | +56.1% | +181.5% | +76.3% |
| 10Y | +180.7% | +153.0% | +27.7% | -10.9% |
| All | +1,440.5% | +197.7% | +1,242.8% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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