+533.3%
FAST vs VUG
+398.3%
+135.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | +4.2% | +2.5% | +1.6% | +2.5% |
| 30D | +6.7% | -6.3% | +12.9% | +11.0% |
| 3M | +8.0% | -6.0% | +14.1% | +12.0% |
| 6M | +27.4% | -3.5% | +31.0% | +29.2% |
| YTD | +40.5% | +3.9% | +36.6% | +34.8% |
| 1Y | +38.4% | +5.1% | +33.3% | +31.6% |
| 3Y | +98.7% | +77.9% | +20.8% | +25.3% |
| 5Y | +106.7% | +62.4% | +44.3% | +37.4% |
| All | +533.3% | +398.3% | +135.1% | +60.0% |
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