+16.4%
FANG vs VSH
+87.0%
-70.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.3% |
| 7D | +1.2% | +2.8% | -1.6% | +1.2% |
| 30D | +2.4% | -6.0% | +8.4% | +2.3% |
| 3M | +5.1% | -42.6% | +47.7% | +5.7% |
| 6M | +16.4% | +82.1% | -65.7% | +38.4% |
| All | +16.4% | +87.0% | -70.5% | +38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling