+93.7%
FAST vs VFC
+39.5%
+54.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +2.1% | +11.2% | -9.1% | +1.0% |
| 30D | +6.9% | +41.5% | -34.6% | +3.4% |
| 3M | +4.8% | +38.9% | -34.1% | +1.5% |
| 6M | +19.8% | +6.1% | +13.6% | +18.5% |
| YTD | +34.9% | +14.5% | +20.4% | +32.4% |
| 1Y | +32.8% | +46.0% | -13.2% | +28.0% |
| 3Y | +93.7% | +36.4% | +57.4% | +80.7% |
| All | +93.7% | +39.5% | +54.2% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling