+1,440.5%
FANG vs VMC
+497.1%
+943.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +2.9% | -3.8% | +6.7% | +4.9% |
| 30D | +2.6% | -9.7% | +12.3% | +7.8% |
| 3M | +7.6% | -9.6% | +17.2% | +11.7% |
| 6M | +17.3% | -4.8% | +22.2% | +16.7% |
| YTD | +38.7% | -10.9% | +49.6% | +41.5% |
| 1Y | +51.6% | -15.6% | +67.2% | +58.8% |
| 3Y | +50.0% | +19.3% | +30.6% | +24.0% |
| 5Y | +237.6% | +48.0% | +189.5% | +135.9% |
| 10Y | +180.7% | +155.4% | +25.3% | +40.1% |
| All | +1,440.5% | +497.1% | +943.4% | +421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling