+31.3%
FANG vs VLTO
+70.6%
-39.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +4.0% | +1.0% | +3.0% | +3.8% |
| 30D | -5.8% | +17.5% | -23.2% | -8.5% |
| 3M | -6.7% | +21.4% | -28.1% | -10.0% |
| 6M | -6.4% | +38.1% | -44.5% | -12.8% |
| YTD | +25.9% | +19.0% | +6.9% | +22.2% |
| 1Y | +31.1% | +20.7% | +10.5% | +26.2% |
| 3Y | +31.3% | +64.3% | -32.9% | +12.6% |
| All | +31.3% | +70.6% | -39.2% | +12.6% |
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