+37.4%
FAST vs VMC
-2.2%
+39.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | +4.3% | -4.3% | +8.6% | +5.7% |
| 30D | +8.3% | +16.2% | -7.9% | +3.0% |
| 3M | +6.5% | -0.8% | +7.3% | +7.0% |
| 6M | +29.5% | +1.2% | +28.3% | +28.9% |
| YTD | +41.3% | +0.5% | +40.8% | +36.7% |
| 1Y | +37.4% | -2.9% | +40.3% | +34.8% |
| All | +37.4% | -2.2% | +39.6% | +34.8% |
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