+3.8%
VCIT vs FANG
+108.5%
-104.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.4% | +2.1% | -3.5% | -1.4% |
| 30D | +0.8% | -7.5% | +8.3% | +0.8% |
| 3M | -1.7% | -8.2% | +6.4% | -1.8% |
| 6M | -2.1% | -6.4% | +4.4% | -2.1% |
| YTD | -2.0% | +24.1% | -26.1% | -2.1% |
| 1Y | -1.5% | +28.5% | -30.0% | -1.5% |
| 3Y | +19.0% | +29.8% | -10.8% | +18.6% |
| 5Y | +3.8% | +105.2% | -101.5% | +3.9% |
| All | +3.8% | +108.5% | -104.7% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling