+2,830.2%
FAST vs VUG
+1,157.1%
+1,673.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | +2.1% | -3.4% | +5.5% | +5.0% |
| 30D | +6.9% | -11.1% | +18.0% | +18.1% |
| 3M | +4.8% | -7.2% | +12.1% | +11.3% |
| 6M | +19.8% | -4.1% | +23.9% | +22.5% |
| YTD | +34.9% | +1.4% | +33.5% | +30.0% |
| 1Y | +32.8% | +1.9% | +30.9% | +27.2% |
| 3Y | +93.7% | +77.7% | +16.0% | +4.3% |
| 5Y | +105.3% | +57.6% | +47.7% | +19.8% |
| 10Y | +595.4% | +398.6% | +196.8% | +8.2% |
| All | +2,830.2% | +1,157.1% | +1,673.1% | +56.5% |
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