+108.0%
FAST vs VLTO
+54.8%
+53.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.1% | +5.4% | -3.3% | +0.4% |
| 30D | +6.9% | +22.3% | -15.4% | +0.2% |
| 3M | +4.8% | +19.6% | -14.8% | -1.1% |
| 6M | +19.8% | +35.2% | -15.4% | +8.5% |
| YTD | +34.9% | +17.9% | +17.0% | +27.4% |
| 1Y | +32.8% | +19.5% | +13.3% | +24.7% |
| 3Y | +93.7% | +73.9% | +19.8% | +71.1% |
| All | +108.0% | +54.8% | +53.2% | +86.7% |
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