+537.5%
FAST vs VUG
+402.9%
+134.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | +5.0% | +4.4% | +0.6% | +2.1% |
| 30D | +8.6% | -7.3% | +15.9% | +13.7% |
| 3M | +6.9% | -4.2% | +11.2% | +9.5% |
| 6M | +29.6% | -1.6% | +31.2% | +29.7% |
| YTD | +41.4% | +4.9% | +36.5% | +34.9% |
| 1Y | +38.5% | +3.8% | +34.7% | +32.9% |
| 3Y | +98.7% | +79.4% | +19.3% | +24.7% |
| 5Y | +108.0% | +63.9% | +44.1% | +37.5% |
| All | +537.5% | +402.9% | +134.6% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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