+1,505.6%
FAST vs VCIT
+98.3%
+1,407.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | -0.8% | -0.8% | 0.0% | -0.6% |
| 3M | +5.8% | -1.0% | +6.8% | +6.1% |
| 6M | +8.0% | -1.8% | +9.8% | +8.5% |
| YTD | +25.6% | -0.7% | +26.3% | +25.9% |
| 1Y | +0.8% | +1.0% | -0.2% | +0.6% |
| 3Y | +86.1% | +18.8% | +67.3% | +78.7% |
| 5Y | +100.2% | +3.5% | +96.7% | +88.8% |
| 10Y | +494.2% | +29.2% | +465.0% | +506.7% |
| All | +1,505.6% | +98.3% | +1,407.3% | +2,351.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling