+3.1%
VCIT vs FANG
+238.1%
-235.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | -0.2% | -0.4% | +0.2% | -0.2% |
| 30D | -0.5% | +2.4% | -2.9% | -0.5% |
| 3M | -0.9% | +4.9% | -5.8% | -0.9% |
| 6M | -1.9% | +12.0% | -14.0% | -1.9% |
| YTD | -1.0% | +37.1% | -38.1% | -1.0% |
| 1Y | +0.2% | +52.3% | -52.0% | +0.2% |
| 3Y | +19.0% | +45.0% | -26.0% | +18.7% |
| 5Y | +3.1% | +231.0% | -227.9% | +3.4% |
| All | +3.1% | +238.1% | -235.0% | +3.4% |
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