+51.6%
FANG vs VTEB
+0.4%
+51.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | +1.1% |
| 7D | +2.9% | -0.9% | +3.8% | -0.7% |
| 30D | +2.6% | -2.5% | +5.1% | -7.0% |
| 3M | +7.6% | -3.0% | +10.5% | -3.9% |
| 6M | +17.3% | -2.1% | +19.4% | +9.0% |
| YTD | +38.7% | -1.5% | +40.2% | +30.9% |
| 1Y | +51.6% | +0.2% | +51.5% | +57.9% |
| All | +51.6% | +0.4% | +51.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling