-34.9%
VST vs FANG
+32.3%
-67.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.9% | -8.9% | -14.0% |
| 7D | -15.7% | -11.3% | -4.4% | -16.4% |
| 30D | -17.0% | -0.7% | -16.3% | -16.5% |
| 3M | -15.9% | -4.2% | -11.7% | -15.7% |
| 6M | -25.0% | -13.5% | -11.5% | -26.5% |
| YTD | -25.1% | +23.7% | -48.8% | -20.1% |
| 1Y | -34.9% | +34.3% | -69.2% | -31.8% |
| All | -34.9% | +32.3% | -67.1% | -31.8% |
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