+105.3%
FAST vs VEU
+45.1%
+60.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | -1.6% | +3.7% | +3.1% |
| 30D | +6.9% | -4.3% | +11.2% | +9.7% |
| 3M | +4.8% | -5.8% | +10.7% | +8.6% |
| 6M | +19.8% | -4.4% | +24.2% | +22.4% |
| YTD | +34.9% | +8.7% | +26.2% | +25.8% |
| 1Y | +32.8% | +12.6% | +20.1% | +20.7% |
| 3Y | +93.7% | +65.2% | +28.5% | +32.8% |
| All | +105.3% | +45.1% | +60.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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