+105.3%
FAST vs ITOT
+59.4%
+45.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | +2.1% | -2.7% | +4.7% | +4.0% |
| 30D | +6.9% | -5.2% | +12.0% | +11.0% |
| 3M | +4.8% | -4.4% | +9.2% | +8.2% |
| 6M | +19.8% | +0.4% | +19.4% | +18.8% |
| YTD | +34.9% | +8.8% | +26.1% | +25.5% |
| 1Y | +32.8% | +11.0% | +21.8% | +21.5% |
| 3Y | +93.7% | +74.4% | +19.3% | +20.7% |
| All | +105.3% | +59.4% | +45.9% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling