+548.6%
FAST vs VWO
+113.7%
+434.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.5% |
| 7D | +4.3% | +1.7% | +2.6% | +3.3% |
| 30D | +8.3% | -4.2% | +12.5% | +10.8% |
| 3M | +6.5% | -4.6% | +11.1% | +9.1% |
| 6M | +29.5% | -5.0% | +34.5% | +32.5% |
| YTD | +41.3% | +6.8% | +34.5% | +34.7% |
| 1Y | +37.4% | +5.8% | +31.6% | +31.7% |
| 3Y | +98.5% | +58.1% | +40.4% | +47.6% |
| 5Y | +111.1% | +27.6% | +83.6% | +77.4% |
| 10Y | +548.6% | +113.9% | +434.6% | +311.1% |
| All | +548.6% | +113.7% | +434.9% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling