+105.3%
FAST vs VSH
+24.4%
+80.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.6% | -0.6% |
| 7D | +2.1% | -12.9% | +15.0% | +3.8% |
| 30D | +6.9% | -36.9% | +43.7% | +13.6% |
| 3M | +4.8% | -28.8% | +33.6% | +8.8% |
| 6M | +19.8% | -30.3% | +50.1% | +20.1% |
| YTD | +34.9% | +62.4% | -27.5% | +11.2% |
| 1Y | +32.8% | +62.5% | -29.7% | +9.3% |
| 3Y | +93.7% | +7.4% | +86.4% | +71.1% |
| All | +105.3% | +24.4% | +80.9% | +63.7% |
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