+358.2%
VT vs FANG
+1,370.4%
-1,012.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +0.4% | +0.8% | -0.3% | +0.3% |
| 30D | +1.0% | +7.6% | -6.6% | -0.2% |
| 3M | +2.4% | -1.3% | +3.7% | +2.3% |
| 6M | +12.0% | +14.7% | -2.7% | +8.8% |
| YTD | +15.3% | +34.8% | -19.4% | +9.0% |
| 1Y | +22.6% | +42.9% | -20.3% | +14.5% |
| 3Y | +74.7% | +43.8% | +30.9% | +60.7% |
| 5Y | +66.1% | +225.8% | -159.7% | +31.7% |
| 10Y | +225.0% | +171.9% | +53.1% | +132.8% |
| All | +358.2% | +1,370.4% | -1,012.2% | +152.6% |
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