+2,111.7%
FAST vs VWO
+328.1%
+1,783.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.3% |
| 7D | -0.4% | +1.1% | -1.4% | -1.0% |
| 30D | -0.8% | +2.4% | -3.2% | -2.2% |
| 3M | +5.8% | +2.0% | +3.8% | +4.2% |
| 6M | +8.0% | +10.7% | -2.7% | +1.0% |
| YTD | +25.6% | +14.4% | +11.2% | +15.0% |
| 1Y | +0.8% | +22.7% | -21.9% | -11.9% |
| 3Y | +86.1% | +64.2% | +21.9% | +34.7% |
| 5Y | +100.2% | +35.8% | +64.5% | +60.7% |
| 10Y | +494.2% | +114.7% | +379.5% | +249.5% |
| All | +2,111.7% | +328.1% | +1,783.6% | +668.9% |
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 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