+74,290.4%
FAST vs VSH
+1,132.9%
+73,157.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.8% | +14.2% | +2.9% |
| 7D | +0.7% | -25.2% | +25.8% | +7.2% |
| 30D | +4.6% | -41.8% | +46.4% | +17.5% |
| 3M | +6.4% | -33.4% | +39.8% | +14.7% |
| 6M | +20.6% | -31.0% | +51.6% | +23.9% |
| YTD | +34.7% | +53.6% | -18.9% | +11.9% |
| 1Y | +29.7% | +46.3% | -16.6% | +8.8% |
| 3Y | +89.9% | -1.0% | +90.9% | +66.9% |
| 5Y | +105.0% | +18.6% | +86.3% | +69.6% |
| 10Y | +594.2% | +91.7% | +502.5% | +383.9% |
| All | +74,290.4% | +1,132.9% | +73,157.5% | +24,057.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling