+575.3%
FAST vs VT
+215.5%
+359.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | +2.1% | -2.3% | +4.4% | +4.1% |
| 30D | +6.9% | -5.0% | +11.8% | +11.6% |
| 3M | +4.8% | -4.9% | +9.7% | +9.3% |
| 6M | +19.8% | -1.5% | +21.3% | +20.6% |
| YTD | +34.9% | +8.5% | +26.4% | +24.0% |
| 1Y | +32.8% | +11.4% | +21.4% | +19.1% |
| 3Y | +93.7% | +70.1% | +23.7% | +15.8% |
| 5Y | +105.3% | +53.7% | +51.6% | +34.4% |
| All | +575.3% | +215.5% | +359.8% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling