+98.7%
FAST vs VTEB
+10.6%
+88.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +4.2% | -1.2% | +5.4% | +4.6% |
| 30D | +6.7% | +2.5% | +4.2% | +5.7% |
| 3M | +8.0% | -1.7% | +9.7% | +9.0% |
| 6M | +27.4% | -1.2% | +28.7% | +28.4% |
| YTD | +40.5% | -0.5% | +41.0% | +41.3% |
| 1Y | +38.4% | -0.1% | +38.4% | +39.1% |
| 3Y | +98.7% | +10.5% | +88.2% | +89.8% |
| All | +98.7% | +10.6% | +88.1% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling