+1,560.7%
FAST vs VYM
+492.8%
+1,067.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -0.4% | 0.0% | -0.3% | -0.4% |
| 30D | -0.8% | -0.5% | -0.2% | -0.2% |
| 3M | +5.8% | +3.0% | +2.7% | +2.5% |
| 6M | +8.0% | +8.2% | -0.2% | -0.7% |
| YTD | +25.6% | +15.8% | +9.8% | +7.6% |
| 1Y | +0.8% | +20.8% | -20.0% | -17.7% |
| 3Y | +86.1% | +65.3% | +20.8% | +8.0% |
| 5Y | +100.2% | +76.6% | +23.6% | +8.3% |
| 10Y | +494.2% | +203.9% | +290.3% | +74.5% |
| All | +1,560.7% | +492.8% | +1,067.9% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling