+1,624.0%
FAST vs VCLT
+102.2%
+1,521.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +6.9% | +3.7% | +3.2% | +6.6% |
| 3M | +4.8% | -1.0% | +5.8% | +4.9% |
| 6M | +19.8% | -3.4% | +23.1% | +20.1% |
| YTD | +34.9% | -2.6% | +37.5% | +35.2% |
| 1Y | +32.8% | -3.3% | +36.1% | +33.1% |
| 3Y | +93.7% | +17.3% | +76.4% | +92.3% |
| 5Y | +105.3% | -17.0% | +122.3% | +97.9% |
| 10Y | +595.4% | +18.1% | +577.2% | +646.3% |
| All | +1,624.0% | +102.2% | +1,521.8% | +2,484.1% |
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 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