+31.6%
FAST vs VMC
+3.7%
+27.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.2% |
| 7D | +3.4% | +12.3% | -8.9% | -0.4% |
| 30D | +5.5% | +21.2% | -15.7% | -0.9% |
| 3M | +7.6% | +4.6% | +3.0% | +6.2% |
| 6M | +19.8% | +3.9% | +16.0% | +18.4% |
| YTD | +35.5% | +5.0% | +30.5% | +30.1% |
| 1Y | +31.6% | +2.6% | +29.0% | +27.4% |
| All | +31.6% | +3.7% | +27.9% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling