+2,825.2%
FAST vs VO
+799.0%
+2,026.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +2.8% |
| 7D | +0.7% | -3.3% | +4.0% | +3.9% |
| 30D | +4.6% | -1.8% | +6.5% | +6.4% |
| 3M | +6.4% | -3.4% | +9.7% | +9.7% |
| 6M | +20.6% | +3.0% | +17.6% | +16.9% |
| YTD | +34.7% | +10.7% | +23.9% | +21.9% |
| 1Y | +29.7% | +11.8% | +17.9% | +16.3% |
| 3Y | +89.9% | +60.4% | +29.5% | +19.4% |
| 5Y | +105.0% | +33.6% | +71.4% | +51.8% |
| 10Y | +594.2% | +202.0% | +392.2% | +125.3% |
| All | +2,825.2% | +799.0% | +2,026.2% | +231.8% |
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