+531.8%
FAST vs VCIT
+30.3%
+501.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +8.6% | +1.1% | +7.5% | +7.8% |
| 3M | +5.7% | -1.4% | +7.0% | +6.6% |
| 6M | +25.5% | -2.3% | +27.8% | +27.3% |
| YTD | +39.6% | -1.8% | +41.4% | +41.2% |
| 1Y | +35.5% | -1.0% | +36.5% | +36.4% |
| 3Y | +96.2% | +19.3% | +77.0% | +76.5% |
| 5Y | +110.2% | +3.8% | +106.4% | +97.7% |
| 10Y | +531.8% | +30.6% | +501.3% | +547.9% |
| All | +531.8% | +30.3% | +501.6% | +547.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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