+1,216.9%
VST vs FANG
+183.0%
+1,033.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.4% | +4.0% |
| 7D | +8.9% | +0.8% | +8.1% | +8.7% |
| 30D | +6.2% | +7.6% | -1.4% | +4.2% |
| 3M | -2.7% | -1.3% | -1.4% | -2.7% |
| 6M | -8.4% | +14.7% | -23.0% | -12.2% |
| YTD | -7.2% | +34.8% | -42.0% | -14.9% |
| 1Y | -20.9% | +42.9% | -63.8% | -28.8% |
| 3Y | +384.0% | +43.8% | +340.2% | +335.2% |
| 5Y | +757.1% | +225.8% | +531.2% | +527.9% |
| All | +1,216.9% | +183.0% | +1,033.9% | +691.4% |
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