+50.0%
FANG vs VTEB
+8.6%
+41.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | +0.1% |
| 7D | +2.9% | -0.9% | +3.8% | +2.1% |
| 30D | +2.6% | -2.5% | +5.1% | +0.4% |
| 3M | +7.6% | -3.0% | +10.5% | +5.0% |
| 6M | +17.3% | -2.1% | +19.4% | +15.3% |
| YTD | +38.7% | -1.5% | +40.2% | +36.6% |
| 1Y | +51.6% | +0.2% | +51.5% | +50.3% |
| 3Y | +50.0% | +8.6% | +41.4% | +47.4% |
| All | +50.0% | +8.6% | +41.4% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling