+1,079.0%
VST vs FANG
+157.1%
+921.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | +10.9% | -1.0% | +12.0% | +11.2% |
| 30D | -15.6% | -7.2% | -8.4% | -14.1% |
| 3M | -7.8% | -9.8% | +2.0% | -5.8% |
| 6M | -12.0% | -6.7% | -5.3% | -11.2% |
| YTD | -16.9% | +22.4% | -39.4% | -22.2% |
| 1Y | -25.1% | +25.1% | -50.2% | -30.4% |
| 3Y | +297.1% | +28.1% | +269.0% | +266.6% |
| 5Y | +641.9% | +104.7% | +537.2% | +503.8% |
| 10Y | +1,142.3% | +149.3% | +993.0% | +663.8% |
| All | +1,079.0% | +157.1% | +921.9% | +623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling