+1,422.9%
FANG vs VFC
-50.7%
+1,473.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.1% |
| 7D | -0.4% | -2.3% | +2.0% | +0.3% |
| 30D | +2.4% | -13.4% | +15.8% | +6.7% |
| 3M | +4.9% | -23.7% | +28.6% | +11.4% |
| 6M | +12.0% | -24.5% | +36.5% | +17.5% |
| YTD | +37.1% | -27.8% | +64.9% | +45.0% |
| 1Y | +52.3% | -13.5% | +65.7% | +49.1% |
| 3Y | +45.0% | -27.1% | +72.1% | +26.3% |
| 5Y | +231.0% | -79.0% | +310.0% | +424.9% |
| 10Y | +177.5% | -68.7% | +246.2% | +265.7% |
| All | +1,422.9% | -50.7% | +1,473.6% | +1,459.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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