+101.7%
FAST vs VT
+57.9%
+43.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +2.0% | -1.6% | +3.6% | +3.3% |
| 30D | +3.6% | -2.5% | +6.1% | +5.6% |
| 3M | +9.3% | -1.3% | +10.6% | +10.3% |
| 6M | +17.8% | +3.1% | +14.7% | +14.3% |
| YTD | +33.2% | +10.9% | +22.3% | +21.5% |
| 1Y | +30.3% | +12.1% | +18.2% | +17.8% |
| 3Y | +87.9% | +73.9% | +14.0% | +15.5% |
| All | +101.7% | +57.9% | +43.8% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling