+1,454.9%
VGT vs FANG
+1,412.9%
+42.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.2% | +2.9% | -3.1% | -0.6% |
| 30D | -0.4% | +2.6% | -3.1% | -0.9% |
| 3M | +4.4% | +7.6% | -3.1% | +2.9% |
| 6M | +32.1% | +17.3% | +14.7% | +28.0% |
| YTD | +28.8% | +38.7% | -9.9% | +21.2% |
| 1Y | +35.3% | +51.6% | -16.3% | +25.3% |
| 3Y | +124.8% | +50.0% | +74.8% | +106.1% |
| 5Y | +137.9% | +237.6% | -99.6% | +89.7% |
| 10Y | +814.2% | +180.7% | +633.6% | +568.3% |
| All | +1,454.9% | +1,412.9% | +42.1% | +782.1% |
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