+507.7%
FAST vs VGT
+788.0%
-280.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.3% |
| 7D | +1.3% | +1.8% | -0.5% | +0.3% |
| 30D | -4.7% | -0.3% | -4.4% | -4.7% |
| 3M | +7.9% | +3.4% | +4.6% | +5.2% |
| 6M | +7.4% | +35.0% | -27.5% | -10.8% |
| YTD | +25.1% | +28.8% | -3.7% | +6.3% |
| 1Y | +4.7% | +38.0% | -33.3% | -15.2% |
| 3Y | +94.7% | +125.8% | -31.1% | +11.7% |
| 5Y | +106.8% | +134.7% | -28.0% | +12.6% |
| 10Y | +507.7% | +792.6% | -284.9% | +32.1% |
| All | +507.7% | +788.0% | -280.3% | +32.1% |
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