+181.9%
FANG vs VRSK
+126.1%
+55.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.9% | -5.2% | +8.0% | +4.5% |
| 30D | +2.6% | -2.3% | +4.9% | +3.1% |
| 3M | +7.6% | -2.9% | +10.5% | +7.4% |
| 6M | +17.3% | -12.8% | +30.1% | +20.9% |
| YTD | +38.7% | -20.8% | +59.5% | +47.0% |
| 1Y | +51.6% | -33.2% | +84.9% | +70.4% |
| 3Y | +50.0% | -26.6% | +76.5% | +57.7% |
| 5Y | +237.6% | -11.3% | +248.9% | +215.4% |
| All | +181.9% | +126.1% | +55.8% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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