+777.0%
VST vs FANG
+238.1%
+539.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +5.3% | -0.4% | +5.7% | +5.4% |
| 30D | +5.8% | +2.4% | +3.4% | +4.9% |
| 3M | +3.5% | +4.9% | -1.4% | +1.6% |
| 6M | -7.4% | +12.0% | -19.4% | -11.7% |
| YTD | -6.1% | +37.1% | -43.2% | -16.7% |
| 1Y | -21.6% | +52.3% | -73.9% | -33.3% |
| 3Y | +357.2% | +45.0% | +312.2% | +297.7% |
| 5Y | +777.0% | +231.0% | +546.1% | +538.7% |
| All | +777.0% | +238.1% | +539.0% | +538.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling