+225.6%
FANG vs VMC
+47.0%
+178.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +2.9% | -3.8% | +6.7% | +3.8% |
| 30D | +2.6% | -9.7% | +12.3% | +4.9% |
| 3M | +7.6% | -9.6% | +17.2% | +9.4% |
| 6M | +17.3% | -4.8% | +22.2% | +16.5% |
| YTD | +38.7% | -10.9% | +49.6% | +39.7% |
| 1Y | +51.6% | -15.6% | +67.2% | +55.3% |
| 3Y | +50.0% | +19.3% | +30.6% | +32.0% |
| All | +225.6% | +47.0% | +178.6% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling