+2,628.9%
FAST vs VUG
+1,251.8%
+1,377.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -0.8% | -0.3% | -0.5% | -0.5% |
| 3M | +5.8% | -0.7% | +6.4% | +5.6% |
| 6M | +8.0% | +14.6% | -6.6% | -5.9% |
| YTD | +25.6% | +9.0% | +16.6% | +14.3% |
| 1Y | +0.8% | +14.9% | -14.1% | -13.2% |
| 3Y | +86.1% | +86.0% | +0.1% | -3.2% |
| 5Y | +100.2% | +76.7% | +23.5% | +5.4% |
| 10Y | +494.2% | +411.3% | +82.9% | -7.9% |
| All | +2,628.9% | +1,251.8% | +1,377.1% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling