+537.5%
FAST vs VGT
+730.3%
-192.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +5.0% | +5.6% | -0.6% | +2.0% |
| 30D | +8.6% | -10.6% | +19.1% | +14.7% |
| 3M | +6.9% | -6.9% | +13.8% | +10.3% |
| 6M | +29.6% | +0.9% | +28.6% | +26.5% |
| YTD | +41.4% | +20.4% | +21.0% | +23.8% |
| 1Y | +38.5% | +17.4% | +21.1% | +22.9% |
| 3Y | +98.7% | +106.3% | -7.5% | +19.5% |
| 5Y | +108.0% | +107.9% | +0.2% | +21.4% |
| All | +537.5% | +730.3% | -192.8% | +51.3% |
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