+32.8%
FAST vs VG
+48.6%
-15.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.1% | -22.0% | +24.1% | +1.8% |
| 30D | +6.9% | -11.6% | +18.5% | +6.7% |
| 3M | +4.8% | -14.9% | +19.7% | +4.7% |
| 6M | +19.8% | -3.5% | +23.3% | +19.6% |
| YTD | +34.9% | +70.0% | -35.1% | +25.6% |
| 1Y | +32.8% | +50.0% | -17.2% | +24.6% |
| All | +32.8% | +48.6% | -15.9% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling