-33.5%
VG vs FANG
+21.0%
-54.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.2% |
| 7D | +9.6% | +2.9% | +6.7% | +6.2% |
| 30D | +15.2% | +2.6% | +12.5% | +11.8% |
| 3M | +24.1% | +7.6% | +16.5% | +15.4% |
| 6M | +27.2% | +17.3% | +9.8% | +9.7% |
| YTD | +132.3% | +38.7% | +93.6% | +70.3% |
| 1Y | +15.7% | +51.6% | -36.0% | -23.5% |
| All | -33.5% | +21.0% | -54.5% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling