+19.0%
VT vs FANG
+53.5%
-34.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -0.7% |
| 7D | -2.0% | +1.2% | -3.2% | -1.9% |
| 30D | -1.4% | +2.4% | -3.8% | -1.2% |
| 3M | +4.7% | +5.1% | -0.3% | +5.3% |
| 6M | +11.4% | +16.4% | -5.1% | +11.8% |
| YTD | +13.1% | +39.0% | -25.9% | +12.4% |
| 1Y | +19.0% | +50.6% | -31.6% | +18.3% |
| All | +19.0% | +53.5% | -34.5% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling