+181.9%
FANG vs VTRS
-48.4%
+230.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +2.9% | -2.2% | +5.1% | +3.7% |
| 30D | +2.6% | +3.3% | -0.7% | +1.4% |
| 3M | +7.6% | +2.0% | +5.6% | +6.2% |
| 6M | +17.3% | +19.9% | -2.6% | +7.7% |
| YTD | +38.7% | +35.7% | +2.9% | +20.8% |
| 1Y | +51.6% | +68.1% | -16.5% | +20.9% |
| 3Y | +50.0% | +87.1% | -37.1% | +9.2% |
| 5Y | +237.6% | +47.6% | +189.9% | +159.2% |
| All | +181.9% | -48.4% | +230.3% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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