+160.3%
VEA vs FAST
+506.4%
-346.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.9% | +1.3% | +0.6% | +1.4% |
| 30D | +0.8% | -4.7% | +5.5% | +2.3% |
| 3M | +5.7% | +7.9% | -2.2% | +2.9% |
| 6M | +13.3% | +7.4% | +5.9% | +10.2% |
| YTD | +18.4% | +25.1% | -6.7% | +9.3% |
| 1Y | +27.0% | +4.7% | +22.3% | +23.9% |
| 3Y | +79.3% | +94.7% | -15.4% | +39.9% |
| 5Y | +62.1% | +106.8% | -44.6% | +22.4% |
| 10Y | +160.3% | +507.7% | -347.4% | +49.5% |
| All | +160.3% | +506.4% | -346.1% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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