+1,403.9%
FAST vs VT
+356.1%
+1,047.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +2.0% | -1.6% | +3.6% | +3.5% |
| 30D | +3.6% | -2.5% | +6.1% | +5.9% |
| 3M | +9.3% | -1.3% | +10.6% | +10.5% |
| 6M | +17.8% | +3.1% | +14.7% | +13.8% |
| YTD | +33.2% | +10.9% | +22.3% | +20.2% |
| 1Y | +30.3% | +12.1% | +18.2% | +16.4% |
| 3Y | +87.9% | +73.9% | +14.0% | +10.8% |
| 5Y | +106.1% | +58.0% | +48.2% | +32.2% |
| 10Y | +601.6% | +225.5% | +376.2% | +129.3% |
| All | +1,403.9% | +356.1% | +1,047.8% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling