+298.0%
VST vs FANG
+27.8%
+270.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | +10.9% | -1.0% | +12.0% | +11.4% |
| 30D | -15.6% | -7.2% | -8.4% | -13.2% |
| 3M | -7.8% | -9.8% | +2.0% | -4.7% |
| 6M | -12.0% | -6.7% | -5.3% | -11.1% |
| YTD | -16.9% | +22.4% | -39.4% | -27.7% |
| 1Y | -25.1% | +25.1% | -50.2% | -36.1% |
| All | +298.0% | +27.8% | +270.1% | +276.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling