+2,545.5%
VRT vs FANG
+101.8%
+2,443.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.5% | -11.1% | -10.0% |
| 7D | +2.4% | -0.4% | +2.8% | +2.4% |
| 30D | -2.7% | +2.4% | -5.1% | -3.3% |
| 3M | -9.2% | +4.9% | -14.1% | -10.8% |
| 6M | -0.5% | +12.0% | -12.5% | -4.4% |
| YTD | +62.3% | +37.1% | +25.2% | +48.4% |
| 1Y | +109.6% | +52.3% | +57.3% | +86.1% |
| 3Y | +573.1% | +45.0% | +528.1% | +503.0% |
| 5Y | +953.6% | +231.0% | +722.7% | +691.1% |
| All | +2,545.5% | +101.8% | +2,443.8% | +1,325.2% |
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 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