+99.8%
FAST vs VUG
+80.4%
+19.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | +4.3% | -1.1% | +5.4% | +4.6% |
| 30D | +8.3% | -7.0% | +15.3% | +11.0% |
| 3M | +6.5% | -3.7% | +10.2% | +7.6% |
| 6M | +29.5% | -1.6% | +31.1% | +29.6% |
| YTD | +41.3% | +5.1% | +36.1% | +37.2% |
| 1Y | +37.4% | +3.8% | +33.6% | +34.2% |
| All | +99.8% | +80.4% | +19.4% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling