+1,239.1%
FANG vs VT
+340.1%
+899.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -3.7% |
| 7D | -10.8% | +0.4% | -11.2% | -11.6% |
| 30D | -7.3% | -2.6% | -4.7% | -4.7% |
| 3M | -4.7% | -3.2% | -1.5% | -1.7% |
| 6M | -4.5% | +0.9% | -5.5% | -7.9% |
| YTD | +20.5% | +11.3% | +9.2% | +0.1% |
| 1Y | +27.0% | +14.0% | +13.0% | +1.8% |
| 3Y | +27.8% | +75.8% | -48.0% | -44.4% |
| 5Y | +94.0% | +57.8% | +36.2% | -2.6% |
| 10Y | +138.7% | +219.8% | -81.1% | -49.6% |
| All | +1,239.1% | +340.1% | +899.0% | +103.6% |
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 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