+159.6%
FANG vs VT
+221.8%
-62.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.9% |
| 7D | +4.0% | +2.4% | +1.7% | +0.9% |
| 30D | -5.8% | -1.5% | -4.3% | -4.6% |
| 3M | -6.7% | -4.1% | -2.6% | -2.6% |
| 6M | -6.4% | +0.6% | -7.0% | -9.2% |
| YTD | +25.9% | +11.0% | +14.9% | +4.9% |
| 1Y | +31.1% | +13.3% | +17.8% | +6.0% |
| 3Y | +31.3% | +73.4% | -42.0% | -42.1% |
| 5Y | +108.3% | +57.4% | +50.9% | +4.9% |
| All | +159.6% | +221.8% | -62.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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