-35.7%
VG vs FANG
+19.6%
-55.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +2.1% |
| 7D | +3.8% | -0.4% | +4.2% | +4.3% |
| 30D | +7.2% | +2.4% | +4.8% | +4.2% |
| 3M | +22.8% | +4.9% | +17.9% | +17.6% |
| 6M | +33.2% | +12.0% | +21.2% | +20.5% |
| YTD | +124.8% | +37.1% | +87.7% | +67.0% |
| 1Y | +15.8% | +52.3% | -36.4% | -23.6% |
| All | -35.7% | +19.6% | -55.3% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling