+533.3%
FAST vs VWO
+111.9%
+421.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +4.2% | +2.0% | +2.2% | +3.0% |
| 30D | +6.7% | -4.3% | +11.0% | +9.2% |
| 3M | +8.0% | -6.4% | +14.4% | +11.8% |
| 6M | +27.4% | -5.6% | +33.1% | +30.9% |
| YTD | +40.5% | +5.2% | +35.3% | +35.1% |
| 1Y | +38.4% | +5.2% | +33.2% | +33.0% |
| 3Y | +98.7% | +55.5% | +43.2% | +49.1% |
| 5Y | +106.7% | +25.6% | +81.1% | +75.1% |
| All | +533.3% | +111.9% | +421.4% | +301.9% |
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