+531.8%
FAST vs VTV
+229.0%
+302.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +4.8% | 0.0% | +4.7% | +4.7% |
| 30D | +8.6% | +3.2% | +5.4% | +5.2% |
| 3M | +5.7% | +1.7% | +4.0% | +3.9% |
| 6M | +25.5% | +11.0% | +14.4% | +13.2% |
| YTD | +39.6% | +21.0% | +18.6% | +16.0% |
| 1Y | +35.5% | +24.3% | +11.2% | +9.7% |
| 3Y | +96.2% | +76.9% | +19.3% | +12.7% |
| 5Y | +110.2% | +76.9% | +33.3% | +21.0% |
| 10Y | +531.8% | +227.8% | +304.0% | +92.5% |
| All | +531.8% | +229.0% | +302.8% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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