+47.3%
VCIT vs FANG
+1,273.9%
-1,226.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | -1.4% | +4.0% | -5.4% | -1.5% |
| 30D | +0.6% | -5.8% | +6.3% | +0.6% |
| 3M | -2.2% | -6.7% | +4.5% | -2.2% |
| 6M | -2.3% | -6.4% | +4.1% | -2.3% |
| YTD | -2.2% | +25.9% | -28.1% | -2.4% |
| 1Y | -1.4% | +31.1% | -32.5% | -1.6% |
| 3Y | +18.7% | +31.3% | -12.6% | +18.3% |
| 5Y | +3.6% | +108.3% | -104.7% | +2.7% |
| 10Y | +30.4% | +156.4% | -126.0% | +26.0% |
| All | +47.3% | +1,273.9% | -1,226.6% | +44.5% |
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