+2,467.6%
FAST vs ITOT
+896.7%
+1,570.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.8% | 0.0% | -0.8% | -0.8% |
| 3M | +5.8% | +2.0% | +3.8% | +3.4% |
| 6M | +8.0% | +13.0% | -5.1% | -5.3% |
| YTD | +25.6% | +14.0% | +11.7% | +9.3% |
| 1Y | +0.8% | +19.9% | -19.1% | -17.1% |
| 3Y | +86.1% | +75.8% | +10.3% | +0.6% |
| 5Y | +100.2% | +73.8% | +26.4% | +8.3% |
| 10Y | +494.2% | +295.9% | +198.3% | +27.6% |
| All | +2,467.6% | +896.7% | +1,570.9% | +100.0% |
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 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