+547.9%
FAST vs VGT
+732.2%
-184.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +1.3% |
| 7D | +3.8% | -1.6% | +5.5% | +4.5% |
| 30D | +8.1% | -12.5% | +20.6% | +15.5% |
| 3M | +5.8% | -7.7% | +13.5% | +9.6% |
| 6M | +24.9% | -0.2% | +25.0% | +22.6% |
| YTD | +38.9% | +19.3% | +19.7% | +22.4% |
| 1Y | +36.5% | +18.2% | +18.3% | +20.6% |
| 3Y | +98.1% | +109.6% | -11.5% | +18.0% |
| 5Y | +109.3% | +105.5% | +3.8% | +23.2% |
| 10Y | +547.9% | +716.4% | -168.5% | +68.6% |
| All | +547.9% | +732.2% | -184.3% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling