+105.0%
FAST vs VCIT
+3.7%
+101.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | +0.7% | +0.5% | +0.2% | +0.3% |
| 30D | +4.6% | +2.1% | +2.6% | +2.8% |
| 3M | +6.4% | -1.6% | +7.9% | +7.8% |
| 6M | +20.6% | -1.6% | +22.2% | +22.3% |
| YTD | +34.7% | -1.5% | +36.2% | +36.4% |
| 1Y | +29.7% | -0.4% | +30.0% | +30.1% |
| 3Y | +89.9% | +19.6% | +70.4% | +61.6% |
| 5Y | +105.0% | +3.3% | +101.7% | +94.7% |
| All | +105.0% | +3.7% | +101.3% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling