+69,298.0%
FAST vs VSH
+1,674.8%
+67,623.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.7% | -0.3% |
| 7D | -0.4% | +4.1% | -4.4% | -1.4% |
| 30D | -0.8% | -4.2% | +3.4% | -0.2% |
| 3M | +5.8% | -50.0% | +55.7% | +21.4% |
| 6M | +8.0% | +80.2% | -72.2% | -11.4% |
| YTD | +25.6% | +121.1% | -95.5% | -2.6% |
| 1Y | +0.8% | +112.0% | -111.2% | -21.8% |
| 3Y | +86.1% | +22.5% | +63.6% | +58.5% |
| 5Y | +100.2% | +64.0% | +36.2% | +56.0% |
| 10Y | +494.2% | +170.4% | +323.8% | +288.4% |
| All | +69,298.0% | +1,674.8% | +67,623.2% | +20,926.6% |
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