+2,971.8%
FAST vs VUG
+1,200.5%
+1,771.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | +5.0% | +4.4% | +0.6% | +1.0% |
| 30D | +8.6% | -7.3% | +15.9% | +15.6% |
| 3M | +6.9% | -4.2% | +11.2% | +10.3% |
| 6M | +29.6% | -1.6% | +31.2% | +29.4% |
| YTD | +41.4% | +4.9% | +36.5% | +32.2% |
| 1Y | +38.5% | +3.8% | +34.7% | +30.6% |
| 3Y | +98.7% | +79.4% | +19.3% | +6.4% |
| 5Y | +108.0% | +63.9% | +44.1% | +17.2% |
| 10Y | +549.3% | +404.0% | +145.2% | +0.6% |
| All | +2,971.8% | +1,200.5% | +1,771.2% | +59.2% |
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