+224.6%
VT vs FANG
+146.9%
+77.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -0.7% | -1.0% | +0.3% | -0.5% |
| 30D | -1.7% | -7.2% | +5.5% | -0.7% |
| 3M | -2.3% | -9.8% | +7.5% | -1.0% |
| 6M | +1.5% | -6.7% | +8.2% | +1.9% |
| YTD | +12.0% | +22.4% | -10.4% | +7.1% |
| 1Y | +12.9% | +25.1% | -12.2% | +7.4% |
| 3Y | +74.9% | +28.1% | +46.9% | +63.4% |
| 5Y | +59.9% | +104.7% | -44.8% | +36.0% |
| 10Y | +224.6% | +149.3% | +75.3% | +140.2% |
| All | +224.6% | +146.9% | +77.7% | +140.2% |
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 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