+1,443.7%
FANG vs VIG
+424.6%
+1,019.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.9% |
| 7D | +1.2% | -2.2% | +3.4% | +4.0% |
| 30D | +2.4% | -3.2% | +5.6% | +6.5% |
| 3M | +5.1% | +3.0% | +2.0% | +0.6% |
| 6M | +16.4% | +8.1% | +8.3% | +4.0% |
| YTD | +39.0% | +9.1% | +29.9% | +22.6% |
| 1Y | +50.6% | +12.6% | +38.1% | +27.3% |
| 3Y | +46.9% | +55.4% | -8.5% | -17.8% |
| 5Y | +238.2% | +62.8% | +175.5% | +75.7% |
| 10Y | +181.3% | +246.6% | -65.3% | -42.5% |
| All | +1,443.7% | +424.6% | +1,019.0% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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