+49.6%
VCIT vs FANG
+1,370.4%
-1,320.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -0.8% | +7.6% | -8.4% | -0.8% |
| 3M | -1.0% | -1.3% | +0.3% | -1.0% |
| 6M | -1.8% | +14.7% | -16.5% | -2.0% |
| YTD | -0.7% | +34.8% | -35.5% | -0.9% |
| 1Y | +1.0% | +42.9% | -41.9% | +0.7% |
| 3Y | +18.8% | +43.8% | -24.9% | +18.4% |
| 5Y | +3.5% | +225.8% | -222.4% | +2.2% |
| 10Y | +29.2% | +171.9% | -142.6% | +24.9% |
| All | +49.6% | +1,370.4% | -1,320.8% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling