+69,298.0%
FAST vs VMC
+3,246.6%
+66,051.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | -0.4% | -4.3% | +4.0% | +1.3% |
| 30D | -0.8% | -8.2% | +7.5% | +2.5% |
| 3M | +5.8% | -7.0% | +12.8% | +8.4% |
| 6M | +8.0% | -10.8% | +18.7% | +12.2% |
| YTD | +25.6% | -7.4% | +33.0% | +28.2% |
| 1Y | +0.8% | -9.5% | +10.3% | +3.6% |
| 3Y | +86.1% | +20.5% | +65.6% | +69.0% |
| 5Y | +100.2% | +51.6% | +48.6% | +64.7% |
| 10Y | +494.2% | +150.0% | +344.1% | +271.2% |
| All | +69,298.0% | +3,246.6% | +66,051.4% | +16,804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling