+2,628.9%
FAST vs VO
+827.2%
+1,801.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.4% | -0.3% | -0.1% | -0.1% |
| 30D | -0.8% | -0.3% | -0.4% | -0.5% |
| 3M | +5.8% | +2.9% | +2.8% | +2.8% |
| 6M | +8.0% | +9.3% | -1.4% | -1.0% |
| YTD | +25.6% | +14.2% | +11.4% | +10.6% |
| 1Y | +0.8% | +15.3% | -14.4% | -12.2% |
| 3Y | +86.1% | +56.2% | +29.9% | +19.9% |
| 5Y | +100.2% | +42.4% | +57.8% | +39.6% |
| 10Y | +494.2% | +194.7% | +299.4% | +98.4% |
| All | +2,628.9% | +827.2% | +1,801.7% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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