+94.0%
FANG vs VT
+57.4%
+36.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -2.4% |
| 7D | -10.8% | +0.4% | -11.2% | -11.2% |
| 30D | -7.3% | -2.6% | -4.7% | -5.6% |
| 3M | -4.7% | -3.2% | -1.5% | -2.8% |
| 6M | -4.5% | +0.9% | -5.5% | -6.5% |
| YTD | +20.5% | +11.3% | +9.2% | +6.9% |
| 1Y | +27.0% | +14.0% | +13.0% | +9.9% |
| 3Y | +27.8% | +75.8% | -48.0% | -27.6% |
| 5Y | +94.0% | +57.8% | +36.2% | +31.6% |
| All | +94.0% | +57.4% | +36.7% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling