+524.1%
FAST vs VYM
+202.0%
+322.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +1.8% | -1.0% | +2.8% | +2.8% |
| 30D | -6.4% | -2.0% | -4.4% | -4.5% |
| 3M | +5.3% | +3.1% | +2.3% | +2.3% |
| 6M | +5.4% | +8.9% | -3.5% | -3.1% |
| YTD | +23.6% | +14.7% | +8.8% | +8.1% |
| 1Y | +4.1% | +19.4% | -15.3% | -12.7% |
| 3Y | +92.4% | +65.4% | +27.0% | +16.4% |
| 5Y | +106.1% | +77.6% | +28.5% | +16.6% |
| 10Y | +524.1% | +207.8% | +316.3% | +82.7% |
| All | +524.1% | +202.0% | +322.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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