+1,505.6%
FAST vs VCLT
+103.4%
+1,402.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -0.8% | -0.9% | +0.1% | -0.7% |
| 3M | +5.8% | -3.2% | +9.0% | +6.0% |
| 6M | +8.0% | -3.8% | +11.8% | +8.3% |
| YTD | +25.6% | -2.0% | +27.6% | +25.8% |
| 1Y | +0.8% | -0.8% | +1.6% | +0.9% |
| 3Y | +86.1% | +12.3% | +73.8% | +84.9% |
| 5Y | +100.2% | -15.4% | +115.6% | +93.2% |
| 10Y | +494.2% | +15.7% | +478.4% | +529.6% |
| All | +1,505.6% | +103.4% | +1,402.2% | +2,305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling