+105.3%
FAST vs VFC
-67.4%
+172.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +2.1% | +11.2% | -9.1% | +0.7% |
| 30D | +6.9% | +41.5% | -34.6% | +2.3% |
| 3M | +4.8% | +38.9% | -34.1% | +0.5% |
| 6M | +19.8% | +6.1% | +13.6% | +18.2% |
| YTD | +34.9% | +14.5% | +20.4% | +31.6% |
| 1Y | +32.8% | +46.0% | -13.2% | +25.9% |
| 3Y | +93.7% | +36.4% | +57.4% | +72.8% |
| All | +105.3% | -67.4% | +172.7% | +184.5% |
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