+1,769.4%
FAST vs VYM
+499.3%
+1,270.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +5.0% | +3.3% | +1.7% | +1.4% |
| 30D | +8.6% | +3.8% | +4.8% | +4.2% |
| 3M | +6.9% | -0.4% | +7.3% | +7.2% |
| 6M | +29.6% | +7.1% | +22.5% | +20.3% |
| YTD | +41.4% | +17.1% | +24.3% | +19.5% |
| 1Y | +38.5% | +18.4% | +20.1% | +15.6% |
| 3Y | +98.7% | +74.5% | +24.2% | +8.8% |
| 5Y | +108.0% | +72.5% | +35.5% | +15.3% |
| 10Y | +549.3% | +206.9% | +342.4% | +88.2% |
| All | +1,769.4% | +499.3% | +1,270.1% | +176.2% |
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