+575.3%
FAST vs VIG
+257.3%
+318.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.6% |
| 7D | +2.1% | -1.8% | +3.9% | +3.9% |
| 30D | +6.9% | +2.7% | +4.2% | +3.7% |
| 3M | +4.8% | 0.0% | +4.9% | +4.7% |
| 6M | +19.8% | +6.8% | +13.0% | +11.6% |
| YTD | +34.9% | +12.1% | +22.8% | +19.4% |
| 1Y | +32.8% | +14.8% | +17.9% | +14.4% |
| 3Y | +93.7% | +62.4% | +31.3% | +14.3% |
| 5Y | +105.3% | +59.6% | +45.7% | +23.9% |
| All | +575.3% | +257.3% | +318.0% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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