+1,286.5%
FAST vs VIG
+623.5%
+662.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.3% |
| 7D | -0.4% | -0.4% | +0.1% | +0.2% |
| 30D | -0.8% | -1.0% | +0.2% | +0.4% |
| 3M | +5.8% | +2.8% | +3.0% | +2.4% |
| 6M | +8.0% | +8.2% | -0.2% | -1.7% |
| YTD | +25.6% | +11.0% | +14.6% | +10.9% |
| 1Y | +0.8% | +16.1% | -15.3% | -15.9% |
| 3Y | +86.1% | +56.2% | +30.0% | +7.9% |
| 5Y | +100.2% | +63.0% | +37.2% | +10.4% |
| 10Y | +494.2% | +241.4% | +252.8% | +27.7% |
| All | +1,286.5% | +623.5% | +662.9% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling