+342.2%
VT vs FANG
+1,215.0%
-872.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +0.4% | -10.8% | +11.2% | +2.1% |
| 30D | -2.6% | -7.3% | +4.7% | -1.6% |
| 3M | -3.2% | -4.7% | +1.5% | -2.8% |
| 6M | +0.9% | -4.5% | +5.5% | +1.0% |
| YTD | +11.3% | +20.5% | -9.2% | +6.7% |
| 1Y | +14.0% | +27.0% | -13.0% | +8.3% |
| 3Y | +75.8% | +27.8% | +48.0% | +64.5% |
| 5Y | +57.8% | +94.0% | -36.2% | +35.6% |
| 10Y | +219.8% | +138.7% | +81.1% | +133.6% |
| All | +342.2% | +1,215.0% | -872.8% | +147.3% |
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 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