-20.9%
VST vs FANG
+43.7%
-64.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.4% | +3.4% |
| 7D | +8.9% | +0.8% | +8.1% | +8.9% |
| 30D | +6.2% | +7.6% | -1.4% | +6.4% |
| 3M | -2.7% | -1.3% | -1.4% | -3.1% |
| 6M | -8.4% | +14.7% | -23.0% | -7.7% |
| YTD | -7.2% | +34.8% | -42.0% | -6.8% |
| 1Y | -20.9% | +42.9% | -63.8% | -23.0% |
| All | -20.9% | +43.7% | -64.6% | -23.0% |
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 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