+548.6%
FAST vs VMC
+129.3%
+419.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | +4.3% | -4.3% | +8.6% | +5.9% |
| 30D | +8.3% | +16.2% | -7.9% | +2.3% |
| 3M | +6.5% | -0.8% | +7.3% | +6.4% |
| 6M | +29.5% | +1.2% | +28.3% | +28.1% |
| YTD | +41.3% | +0.5% | +40.8% | +39.4% |
| 1Y | +37.4% | -2.9% | +40.3% | +37.3% |
| 3Y | +98.5% | +37.3% | +61.2% | +73.2% |
| 5Y | +111.1% | +48.8% | +62.3% | +76.3% |
| 10Y | +548.6% | +131.4% | +417.2% | +350.7% |
| All | +548.6% | +129.3% | +419.3% | +350.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling