+537.5%
FAST vs VWO
+112.1%
+425.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | +5.0% | +4.0% | +1.0% | +2.7% |
| 30D | +8.6% | -5.4% | +14.0% | +11.9% |
| 3M | +6.9% | -6.4% | +13.3% | +10.7% |
| 6M | +29.6% | -4.7% | +34.3% | +32.4% |
| YTD | +41.4% | +5.3% | +36.1% | +35.9% |
| 1Y | +38.5% | +4.3% | +34.2% | +33.8% |
| 3Y | +98.7% | +55.9% | +42.8% | +48.9% |
| 5Y | +108.0% | +25.7% | +82.3% | +76.2% |
| All | +537.5% | +112.1% | +425.4% | +304.4% |
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