+575.3%
FAST vs VUG
+391.5%
+183.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | +2.1% | -3.4% | +5.5% | +4.2% |
| 30D | +6.9% | -11.1% | +18.0% | +15.0% |
| 3M | +4.8% | -7.2% | +12.1% | +9.6% |
| 6M | +19.8% | -4.1% | +23.9% | +21.9% |
| YTD | +34.9% | +1.4% | +33.5% | +31.5% |
| 1Y | +32.8% | +1.9% | +30.9% | +28.9% |
| 3Y | +93.7% | +77.7% | +16.0% | +22.0% |
| 5Y | +105.3% | +57.6% | +47.7% | +39.4% |
| All | +575.3% | +391.5% | +183.8% | +78.7% |
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