+531.8%
FAST vs VFC
-46.8%
+578.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +4.8% | +3.5% | +1.3% | +4.1% |
| 30D | +8.6% | +38.3% | -29.7% | +1.8% |
| 3M | +5.7% | +40.2% | -34.5% | -1.3% |
| 6M | +25.5% | +10.6% | +14.8% | +21.8% |
| YTD | +39.6% | +16.7% | +22.9% | +33.5% |
| 1Y | +35.5% | +45.0% | -9.5% | +23.9% |
| 3Y | +96.2% | +48.8% | +47.4% | +58.5% |
| 5Y | +110.2% | -67.6% | +177.8% | +172.3% |
| 10Y | +531.8% | -47.5% | +579.4% | +586.7% |
| All | +531.8% | -46.8% | +578.6% | +586.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling