+228.2%
VT vs FANG
+173.2%
+55.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | -0.7% | +2.4% | -3.1% | -1.1% |
| 3M | +4.0% | +4.9% | -0.9% | +2.9% |
| 6M | +12.3% | +12.0% | +0.3% | +9.5% |
| YTD | +14.0% | +37.1% | -23.1% | +7.4% |
| 1Y | +20.3% | +52.3% | -32.0% | +11.2% |
| 3Y | +75.4% | +45.0% | +30.5% | +61.1% |
| 5Y | +66.0% | +231.0% | -165.0% | +31.1% |
| 10Y | +228.2% | +177.5% | +50.7% | +136.9% |
| All | +228.2% | +173.2% | +55.0% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling