+548.6%
FAST vs VXUS
+146.5%
+402.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.5% |
| 7D | +4.3% | -0.5% | +4.8% | +4.6% |
| 30D | +8.3% | -1.2% | +9.5% | +9.2% |
| 3M | +6.5% | -3.8% | +10.3% | +9.4% |
| 6M | +29.5% | -1.7% | +31.2% | +30.2% |
| YTD | +41.3% | +11.4% | +29.8% | +27.9% |
| 1Y | +37.4% | +13.3% | +24.1% | +22.7% |
| 3Y | +98.5% | +70.0% | +28.5% | +26.2% |
| 5Y | +111.1% | +48.1% | +63.0% | +49.4% |
| 10Y | +548.6% | +147.1% | +401.5% | +219.8% |
| All | +548.6% | +146.5% | +402.1% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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