+181.9%
FANG vs VYM
+209.2%
-27.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.2% |
| 7D | +2.9% | -0.8% | +3.7% | +4.1% |
| 30D | +2.6% | -2.2% | +4.9% | +6.1% |
| 3M | +7.6% | +3.1% | +4.5% | +2.2% |
| 6M | +17.3% | +9.7% | +7.6% | +0.3% |
| YTD | +38.7% | +14.9% | +23.8% | +10.3% |
| 1Y | +51.6% | +17.6% | +34.1% | +16.2% |
| 3Y | +50.0% | +65.3% | -15.3% | -32.4% |
| 5Y | +237.6% | +78.7% | +158.8% | +35.6% |
| All | +181.9% | +209.2% | -27.3% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling