+198.5%
VXUS vs FANG
+1,395.6%
-1,197.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +0.7% | +2.4% | -1.7% | +0.3% |
| 3M | +4.8% | +4.9% | -0.1% | +3.7% |
| 6M | +11.3% | +12.0% | -0.7% | +8.7% |
| YTD | +16.5% | +37.1% | -20.6% | +10.0% |
| 1Y | +24.3% | +52.3% | -28.0% | +15.2% |
| 3Y | +74.5% | +45.0% | +29.5% | +60.5% |
| 5Y | +54.3% | +231.0% | -176.6% | +22.2% |
| 10Y | +150.1% | +177.5% | -27.4% | +78.8% |
| All | +198.5% | +1,395.6% | -1,197.0% | +64.5% |
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