+977.6%
VRT vs FANG
+232.6%
+745.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -8.4% | +2.9% | -11.3% | -9.3% |
| 30D | -10.9% | +2.6% | -13.5% | -11.7% |
| 3M | -13.7% | +7.6% | -21.3% | -16.5% |
| 6M | -4.1% | +17.3% | -21.5% | -11.1% |
| YTD | +58.7% | +38.7% | +20.1% | +37.8% |
| 1Y | +89.6% | +51.6% | +38.0% | +58.0% |
| 3Y | +558.1% | +50.0% | +508.2% | +448.3% |
| All | +977.6% | +232.6% | +745.0% | +720.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling