+1,397.3%
FANG vs VT
+356.0%
+1,041.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | +0.4% | +0.3% | +0.2% |
| 30D | +7.6% | +1.0% | +6.6% | +6.1% |
| 3M | -1.3% | +2.4% | -3.7% | -5.3% |
| 6M | +14.7% | +12.0% | +2.7% | -4.2% |
| YTD | +34.8% | +15.3% | +19.4% | +7.9% |
| 1Y | +42.9% | +22.6% | +20.3% | +4.8% |
| 3Y | +43.8% | +74.7% | -30.9% | -36.2% |
| 5Y | +225.8% | +66.1% | +159.7% | +53.9% |
| 10Y | +171.9% | +225.0% | -53.1% | -43.1% |
| All | +1,397.3% | +356.0% | +1,041.3% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling