+93.4%
FAST vs VFC
+39.3%
+54.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | +0.7% | +10.9% | -10.2% | -0.3% |
| 30D | +4.6% | +40.6% | -36.0% | +1.3% |
| 3M | +6.4% | +34.4% | -28.1% | +3.3% |
| 6M | +20.6% | +12.3% | +8.3% | +18.7% |
| YTD | +34.7% | +14.4% | +20.3% | +32.2% |
| 1Y | +29.7% | +40.6% | -11.0% | +25.3% |
| All | +93.4% | +39.3% | +54.1% | +80.4% |
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