+108.0%
FAST vs VSH
+46.9%
+61.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.8% |
| 7D | +5.0% | +26.2% | -21.2% | +1.4% |
| 30D | +8.6% | -12.5% | +21.1% | +9.9% |
| 3M | +6.9% | -16.9% | +23.8% | +8.5% |
| 6M | +29.6% | -17.0% | +46.6% | +26.6% |
| YTD | +41.4% | +93.8% | -52.4% | +13.5% |
| 1Y | +38.5% | +99.3% | -60.8% | +10.3% |
| 3Y | +98.7% | +35.0% | +63.7% | +67.7% |
| 5Y | +108.0% | +45.8% | +62.2% | +63.0% |
| All | +108.0% | +46.9% | +61.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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