+47.6%
VCIT vs FANG
+1,253.6%
-1,206.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 6M | -2.1% | -6.4% | +4.4% | -2.1% |
| YTD | -2.0% | +24.1% | -26.1% | -2.2% |
| 1Y | -1.5% | +28.5% | -30.0% | -1.7% |
| 3Y | +19.0% | +29.8% | -10.8% | +18.6% |
| 5Y | +3.8% | +105.2% | -101.5% | +2.9% |
| 10Y | +30.6% | +152.6% | -122.0% | +26.3% |
| All | +47.6% | +1,253.6% | -1,206.0% | +44.7% |
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