+1,208.7%
VST vs FANG
+191.1%
+1,017.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.6% | +2.9% | -3.5% | -1.3% |
| 30D | +1.2% | +2.6% | -1.5% | +0.4% |
| 3M | +1.5% | +7.6% | -6.1% | -0.5% |
| 6M | -6.5% | +17.3% | -23.8% | -10.9% |
| YTD | -7.8% | +38.7% | -46.4% | -16.0% |
| 1Y | -26.9% | +51.6% | -78.5% | -35.1% |
| 3Y | +353.9% | +50.0% | +303.9% | +304.1% |
| 5Y | +782.7% | +237.6% | +545.2% | +541.3% |
| All | +1,208.7% | +191.1% | +1,017.6% | +681.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling