+177.5%
FANG vs VT
+222.7%
-45.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.3% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | +2.4% | -0.7% | +3.1% | +3.1% |
| 3M | +4.9% | +4.0% | +0.9% | -1.5% |
| 6M | +12.0% | +12.3% | -0.3% | -6.6% |
| YTD | +37.1% | +14.0% | +23.1% | +11.4% |
| 1Y | +52.3% | +20.3% | +32.0% | +14.5% |
| 3Y | +45.0% | +75.4% | -30.5% | -36.6% |
| 5Y | +231.0% | +66.0% | +165.0% | +56.0% |
| 10Y | +177.5% | +228.2% | -50.7% | -42.3% |
| All | +177.5% | +222.7% | -45.2% | -42.3% |
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