+1,075.1%
VST vs FANG
+164.4%
+910.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | +6.6% | +4.0% | +2.6% | +5.6% |
| 30D | -12.4% | -5.8% | -6.6% | -11.1% |
| 3M | -9.0% | -6.7% | -2.3% | -7.8% |
| 6M | -6.4% | -6.4% | 0.0% | -5.7% |
| YTD | -17.2% | +25.9% | -43.1% | -22.9% |
| 1Y | -22.0% | +31.1% | -53.1% | -28.4% |
| 3Y | +296.7% | +31.3% | +265.3% | +264.0% |
| 5Y | +637.6% | +108.3% | +529.3% | +497.6% |
| 10Y | +1,138.2% | +156.4% | +981.8% | +656.2% |
| All | +1,075.1% | +164.4% | +910.7% | +616.2% |
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 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