+499.9%
FAST vs VFC
-67.5%
+567.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | -0.8% | -11.6% | +10.8% | +1.6% |
| 3M | +5.8% | -18.1% | +23.9% | +9.2% |
| 6M | +8.0% | -27.4% | +35.3% | +13.7% |
| YTD | +25.6% | -24.8% | +50.5% | +31.2% |
| 1Y | +0.8% | -8.2% | +9.0% | +0.4% |
| 3Y | +86.1% | -29.1% | +115.2% | +76.7% |
| 5Y | +100.2% | -79.2% | +179.4% | +182.7% |
| All | +499.9% | -67.5% | +567.4% | +602.8% |
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