+920.5%
FAST vs VXUS
+179.6%
+740.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -0.4% | +1.0% | -1.4% | -1.1% |
| 30D | -0.8% | +2.2% | -3.0% | -2.5% |
| 3M | +5.8% | +3.0% | +2.8% | +3.0% |
| 6M | +8.0% | +10.7% | -2.7% | -1.0% |
| YTD | +25.6% | +17.8% | +7.8% | +9.4% |
| 1Y | +0.8% | +27.6% | -26.8% | -17.7% |
| 3Y | +86.1% | +73.3% | +12.8% | +18.1% |
| 5Y | +100.2% | +54.3% | +45.9% | +38.4% |
| 10Y | +494.2% | +149.8% | +344.4% | +175.6% |
| All | +920.5% | +179.6% | +740.9% | +329.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling