+110.2%
FAST vs VFC
-67.2%
+177.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +4.8% | +3.5% | +1.3% | +4.3% |
| 30D | +8.6% | +38.3% | -29.7% | +4.3% |
| 3M | +5.7% | +40.2% | -34.5% | +1.2% |
| 6M | +25.5% | +10.6% | +14.8% | +23.2% |
| YTD | +39.6% | +16.7% | +22.9% | +35.8% |
| 1Y | +35.5% | +45.0% | -9.5% | +28.5% |
| 3Y | +96.2% | +48.8% | +47.4% | +72.4% |
| 5Y | +110.2% | -67.6% | +177.8% | +192.4% |
| All | +110.2% | -67.2% | +177.4% | +192.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling