+96.2%
FAST vs VYM
+73.7%
+22.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.6% |
| 30D | +8.6% | +3.0% | +5.6% | +5.4% |
| 3M | +5.7% | -1.0% | +6.7% | +6.7% |
| 6M | +25.5% | +6.4% | +19.1% | +18.0% |
| YTD | +39.6% | +15.9% | +23.7% | +21.1% |
| 1Y | +35.5% | +18.7% | +16.8% | +14.8% |
| 3Y | +96.2% | +72.8% | +23.4% | +23.1% |
| All | +96.2% | +73.7% | +22.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling