+107.2%
FAST vs VMC
+52.7%
+54.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.3% |
| 7D | -0.4% | -4.3% | +4.0% | +1.6% |
| 30D | -0.8% | -8.2% | +7.5% | +3.1% |
| 3M | +5.8% | -7.0% | +12.8% | +8.8% |
| 6M | +8.0% | -10.8% | +18.7% | +12.9% |
| YTD | +25.6% | -7.4% | +33.0% | +28.3% |
| 1Y | +0.8% | -9.5% | +10.3% | +3.8% |
| 3Y | +86.1% | +20.5% | +65.6% | +62.5% |
| All | +107.2% | +52.7% | +54.5% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling