+34.3%
FANG vs VO
+16.3%
+18.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.7% |
| 7D | -11.3% | +1.0% | -12.3% | -11.0% |
| 30D | -0.7% | +2.6% | -3.3% | +0.1% |
| 3M | -4.2% | -0.3% | -3.9% | -4.2% |
| 6M | -13.5% | +7.6% | -21.1% | -12.1% |
| YTD | +23.7% | +14.7% | +9.0% | +25.8% |
| 1Y | +34.3% | +16.4% | +17.9% | +35.7% |
| All | +34.3% | +16.3% | +18.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling