+230.3%
FANG vs VT
+66.2%
+164.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -1.7% | +1.0% | -2.7% | -2.5% |
| 30D | +6.8% | -0.2% | +7.0% | +6.9% |
| 3M | +1.3% | +4.5% | -3.3% | -3.0% |
| 6M | +11.8% | +14.1% | -2.3% | -2.0% |
| YTD | +35.1% | +14.8% | +20.3% | +17.4% |
| 1Y | +48.9% | +21.2% | +27.7% | +22.3% |
| 3Y | +42.8% | +76.6% | -33.7% | -19.1% |
| 5Y | +230.3% | +66.6% | +163.7% | +112.2% |
| All | +230.3% | +66.2% | +164.1% | +112.2% |
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