+181.9%
FANG vs VTR
+99.2%
+82.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +2.6% | +1.1% | +1.5% | +2.1% |
| 3M | +7.6% | +7.9% | -0.3% | +3.1% |
| 6M | +17.3% | +6.2% | +11.2% | +12.5% |
| YTD | +38.7% | +17.7% | +20.9% | +26.2% |
| 1Y | +51.6% | +32.9% | +18.8% | +29.4% |
| 3Y | +50.0% | +129.7% | -79.7% | -6.3% |
| 5Y | +237.6% | +89.3% | +148.2% | +126.0% |
| All | +181.9% | +99.2% | +82.7% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling