+509.1%
FAST vs VCLT
+14.8%
+494.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -0.8% | -0.9% | +0.1% | -0.5% |
| 3M | +5.8% | -3.2% | +9.0% | +6.8% |
| 6M | +8.0% | -3.8% | +11.8% | +9.2% |
| YTD | +25.6% | -2.0% | +27.6% | +26.3% |
| 1Y | +0.8% | -0.8% | +1.6% | +1.0% |
| 3Y | +86.1% | +12.3% | +73.8% | +79.7% |
| 5Y | +100.2% | -15.4% | +115.6% | +101.7% |
| All | +509.1% | +14.8% | +494.3% | +548.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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