+547.9%
FAST vs VFC
-44.8%
+592.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.5% |
| 7D | +3.8% | +7.7% | -3.8% | +2.3% |
| 30D | +8.1% | +39.2% | -31.1% | +1.2% |
| 3M | +5.8% | +40.3% | -34.5% | -1.2% |
| 6M | +24.9% | +11.4% | +13.5% | +21.1% |
| YTD | +38.9% | +17.5% | +21.4% | +32.7% |
| 1Y | +36.5% | +45.9% | -9.4% | +24.7% |
| 3Y | +98.1% | +47.3% | +50.8% | +60.5% |
| 5Y | +109.3% | -67.2% | +176.5% | +170.5% |
| 10Y | +547.9% | -46.1% | +594.0% | +598.1% |
| All | +547.9% | -44.8% | +592.7% | +598.1% |
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