+552.1%
VTI vs FANG
+1,412.9%
-860.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.9% | +2.9% | -3.8% | -1.4% |
| 30D | -1.4% | +2.6% | -4.1% | -1.9% |
| 3M | +3.6% | +7.6% | -4.0% | +2.1% |
| 6M | +13.6% | +17.3% | -3.7% | +9.9% |
| YTD | +12.9% | +38.7% | -25.8% | +6.0% |
| 1Y | +17.2% | +51.6% | -34.4% | +8.2% |
| 3Y | +75.7% | +50.0% | +25.7% | +60.3% |
| 5Y | +75.4% | +237.6% | -162.1% | +37.7% |
| 10Y | +303.3% | +180.7% | +122.6% | +186.3% |
| All | +552.1% | +1,412.9% | -860.8% | +252.9% |
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 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