+1,422.9%
FANG vs VO
+397.0%
+1,025.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.5% |
| 7D | -0.4% | -0.6% | +0.2% | +0.3% |
| 30D | +2.4% | -1.9% | +4.3% | +4.7% |
| 3M | +4.9% | +3.3% | +1.6% | 0.0% |
| 6M | +12.0% | +9.7% | +2.3% | -2.1% |
| YTD | +37.1% | +12.6% | +24.5% | +15.4% |
| 1Y | +52.3% | +13.6% | +38.6% | +26.2% |
| 3Y | +45.0% | +56.8% | -11.9% | -21.6% |
| 5Y | +231.0% | +42.3% | +188.7% | +98.8% |
| 10Y | +177.5% | +199.2% | -21.7% | -30.6% |
| All | +1,422.9% | +397.0% | +1,025.9% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling