+55.4%
FANG vs VLTO
+25.1%
+30.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -0.4% | -2.6% | +2.2% | +0.1% |
| 30D | +2.4% | -2.5% | +4.9% | +2.8% |
| 3M | +4.9% | +10.1% | -5.2% | +2.2% |
| 6M | +12.0% | +1.0% | +11.0% | +11.5% |
| YTD | +37.1% | -4.8% | +41.9% | +38.4% |
| 1Y | +52.3% | -9.3% | +61.6% | +56.1% |
| All | +55.4% | +25.1% | +30.3% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling