+42.9%
FANG vs VYM
+21.4%
+21.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +7.6% | -0.5% | +8.1% | +7.7% |
| 3M | -1.3% | +3.0% | -4.3% | -2.1% |
| 6M | +14.7% | +8.2% | +6.4% | +12.7% |
| YTD | +34.8% | +15.8% | +19.0% | +24.2% |
| 1Y | +42.9% | +20.8% | +22.1% | +25.7% |
| All | +42.9% | +21.4% | +21.5% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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