+414.3%
VUG vs FANG
+182.5%
+231.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.5% | +2.9% | -3.4% | -0.9% |
| 30D | -1.0% | +2.6% | -3.6% | -1.4% |
| 3M | +3.5% | +7.6% | -4.1% | +2.2% |
| 6M | +14.2% | +17.3% | -3.1% | +10.9% |
| YTD | +8.5% | +38.7% | -30.2% | +2.6% |
| 1Y | +12.9% | +51.6% | -38.8% | +5.1% |
| 3Y | +85.6% | +50.0% | +35.7% | +71.1% |
| 5Y | +78.1% | +237.6% | -159.4% | +44.4% |
| All | +414.3% | +182.5% | +231.9% | +293.7% |
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