+1,443.7%
FANG vs VSH
+350.7%
+1,093.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +1.2% | +3.1% | -1.9% | -0.2% |
| 30D | +2.4% | -5.7% | +8.1% | +4.4% |
| 3M | +5.1% | -42.5% | +47.5% | +25.6% |
| 6M | +16.4% | +82.7% | -66.3% | -23.7% |
| YTD | +39.0% | +118.2% | -79.3% | -18.2% |
| 1Y | +50.6% | +109.7% | -59.0% | -11.4% |
| 3Y | +46.9% | +35.3% | +11.6% | -0.2% |
| 5Y | +238.2% | +65.6% | +172.7% | +92.5% |
| 10Y | +181.3% | +176.8% | +4.4% | +20.7% |
| All | +1,443.7% | +350.7% | +1,093.0% | +493.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling