+107.7%
FAST vs VLTO
+54.1%
+53.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.7% | +12.0% | -11.3% | -2.9% |
| 30D | +4.6% | +20.8% | -16.2% | -1.5% |
| 3M | +6.4% | +20.1% | -13.8% | +0.2% |
| 6M | +20.6% | +32.6% | -12.0% | +9.9% |
| YTD | +34.7% | +17.3% | +17.4% | +27.4% |
| 1Y | +29.7% | +17.3% | +12.4% | +22.6% |
| 3Y | +89.9% | +66.9% | +23.0% | +69.0% |
| All | +107.7% | +54.1% | +53.6% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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