+105.4%
FAST vs VYM
+76.7%
+28.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 6M | +5.4% | +8.9% | -3.5% | -3.2% |
| YTD | +23.6% | +14.7% | +8.8% | +7.9% |
| 1Y | +4.1% | +19.4% | -15.3% | -12.8% |
| 3Y | +92.4% | +65.4% | +27.0% | +15.6% |
| All | +105.4% | +76.7% | +28.7% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling