+105.3%
FAST vs VSH
+38.9%
+66.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | 0.0% |
| 7D | +4.2% | +14.3% | -10.2% | +2.0% |
| 30D | +6.7% | -7.9% | +14.5% | +7.1% |
| 3M | +8.0% | -19.9% | +27.9% | +10.2% |
| 6M | +27.4% | -30.5% | +57.9% | +29.1% |
| YTD | +40.5% | +85.7% | -45.2% | +13.5% |
| 1Y | +38.4% | +98.9% | -60.6% | +9.9% |
| 3Y | +98.7% | +32.1% | +66.6% | +67.4% |
| All | +105.3% | +38.9% | +66.4% | +61.7% |
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