+221.1%
FANG vs VSXY
+37.5%
+183.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.4% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +2.6% | -18.7% | +21.3% | +4.1% |
| 3M | +7.6% | -4.0% | +11.5% | +7.5% |
| 6M | +17.3% | +67.5% | -50.2% | +10.3% |
| YTD | +38.7% | +39.7% | -1.0% | +32.0% |
| 1Y | +51.6% | +180.0% | -128.3% | +32.9% |
| 3Y | +50.0% | +337.3% | -287.3% | +18.7% |
| 5Y | +237.6% | +22.7% | +214.9% | +194.8% |
| All | +221.1% | +37.5% | +183.6% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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