+2,389.6%
FAST vs VWO
+293.9%
+2,095.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | +5.0% | +4.0% | +1.0% | +2.5% |
| 30D | +8.6% | -5.4% | +14.0% | +12.1% |
| 3M | +6.9% | -6.4% | +13.3% | +11.0% |
| 6M | +29.6% | -4.7% | +34.3% | +32.6% |
| YTD | +41.4% | +5.3% | +36.1% | +35.7% |
| 1Y | +38.5% | +4.3% | +34.2% | +33.6% |
| 3Y | +98.7% | +55.9% | +42.8% | +48.1% |
| 5Y | +108.0% | +25.7% | +82.3% | +74.7% |
| 10Y | +549.3% | +111.0% | +438.3% | +285.7% |
| All | +2,389.6% | +293.9% | +2,095.7% | +807.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling