+2,753.2%
FAST vs ITOT
+871.0%
+1,882.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +4.8% | -0.5% | +5.3% | +5.2% |
| 30D | +8.6% | -3.4% | +12.0% | +12.2% |
| 3M | +5.7% | -3.1% | +8.7% | +8.7% |
| 6M | +25.5% | +2.2% | +23.3% | +21.9% |
| YTD | +39.6% | +11.0% | +28.6% | +24.3% |
| 1Y | +35.5% | +11.4% | +24.1% | +20.1% |
| 3Y | +96.2% | +76.4% | +19.9% | +5.5% |
| 5Y | +110.2% | +65.1% | +45.1% | +19.7% |
| 10Y | +531.8% | +287.4% | +244.5% | +38.0% |
| All | +2,753.2% | +871.0% | +1,882.2% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling