+89.6%
VRT vs FANG
+52.7%
+37.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -8.4% | +2.9% | -11.3% | -8.1% |
| 30D | -10.9% | +2.6% | -13.5% | -10.6% |
| 3M | -13.7% | +7.6% | -21.3% | -12.8% |
| 6M | -4.1% | +17.3% | -21.5% | -4.1% |
| YTD | +58.7% | +38.7% | +20.1% | +58.3% |
| 1Y | +89.6% | +51.6% | +38.0% | +95.9% |
| All | +89.6% | +52.7% | +37.0% | +95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling