+181.9%
FANG vs VO
+200.3%
-18.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.2% |
| 7D | +2.9% | -1.5% | +4.4% | +4.8% |
| 30D | +2.6% | -3.0% | +5.7% | +6.4% |
| 3M | +7.6% | +2.8% | +4.7% | +3.2% |
| 6M | +17.3% | +10.9% | +6.4% | +1.2% |
| YTD | +38.7% | +12.5% | +26.2% | +17.2% |
| 1Y | +51.6% | +12.0% | +39.7% | +28.5% |
| 3Y | +50.0% | +56.3% | -6.3% | -18.1% |
| 5Y | +237.6% | +42.9% | +194.6% | +103.1% |
| All | +181.9% | +200.3% | -18.3% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling