+90.1%
FAST vs VCLT
+12.9%
+77.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.0% |
| 6M | +8.0% | -3.8% | +11.8% | +9.4% |
| YTD | +25.6% | -2.0% | +27.6% | +26.5% |
| 1Y | +0.8% | -0.8% | +1.6% | +1.0% |
| All | +90.1% | +12.9% | +77.2% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling