+181.9%
FANG vs VSH
+196.4%
-14.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -2.7% |
| 7D | +2.9% | +4.8% | -1.9% | +0.9% |
| 30D | +2.6% | -0.7% | +3.3% | +2.3% |
| 3M | +7.6% | -43.1% | +50.6% | +29.4% |
| 6M | +17.3% | +91.8% | -74.5% | -24.7% |
| YTD | +38.7% | +131.6% | -92.9% | -20.6% |
| 1Y | +51.6% | +118.1% | -66.4% | -12.3% |
| 3Y | +50.0% | +40.9% | +9.1% | +0.9% |
| 5Y | +237.6% | +75.8% | +161.8% | +84.6% |
| All | +181.9% | +196.4% | -14.5% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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