+105.3%
FAST vs VCLT
-16.9%
+122.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +6.9% | +3.7% | +3.2% | +5.2% |
| 3M | +4.8% | -1.0% | +5.8% | +5.2% |
| 6M | +19.8% | -3.4% | +23.1% | +21.6% |
| YTD | +34.9% | -2.6% | +37.5% | +36.4% |
| 1Y | +32.8% | -3.3% | +36.1% | +34.6% |
| 3Y | +93.7% | +17.3% | +76.4% | +78.6% |
| All | +105.3% | -16.9% | +122.2% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling