+105.3%
FAST vs VCLT
-16.7%
+122.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +4.2% | -2.3% | +6.4% | +5.2% |
| 30D | +6.7% | +0.8% | +5.9% | +6.3% |
| 3M | +8.0% | -2.7% | +10.7% | +9.3% |
| 6M | +27.4% | -4.3% | +31.7% | +29.9% |
| YTD | +40.5% | -4.3% | +44.8% | +43.2% |
| 1Y | +38.4% | -4.4% | +42.7% | +41.0% |
| 3Y | +98.7% | +13.8% | +84.9% | +85.5% |
| All | +105.3% | -16.7% | +122.0% | +118.6% |
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