+233.7%
VEA vs FANG
+1,412.9%
-1,179.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.5% | +2.9% | -4.3% | -1.9% |
| 30D | -0.8% | +2.6% | -3.5% | -1.3% |
| 3M | +2.5% | +7.6% | -5.1% | +1.1% |
| 6M | +11.1% | +17.3% | -6.2% | +7.7% |
| YTD | +17.2% | +38.7% | -21.5% | +10.4% |
| 1Y | +24.5% | +51.6% | -27.1% | +15.5% |
| 3Y | +75.4% | +50.0% | +25.5% | +60.5% |
| 5Y | +61.1% | +237.6% | -176.5% | +27.3% |
| 10Y | +163.1% | +180.7% | -17.6% | +87.5% |
| All | +233.7% | +1,412.9% | -1,179.2% | +81.3% |
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