+110.2%
FAST vs VUG
+62.4%
+47.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +4.8% | -1.2% | +6.0% | +5.3% |
| 30D | +8.6% | -8.9% | +17.5% | +13.5% |
| 3M | +5.7% | -5.9% | +11.6% | +8.6% |
| 6M | +25.5% | -3.3% | +28.7% | +26.7% |
| YTD | +39.6% | +3.4% | +36.2% | +35.6% |
| 1Y | +35.5% | +1.9% | +33.6% | +32.6% |
| 3Y | +96.2% | +76.9% | +19.3% | +35.6% |
| 5Y | +110.2% | +63.9% | +46.3% | +44.4% |
| All | +110.2% | +62.4% | +47.8% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling