+173.7%
VEA vs FAST
+1,304.8%
-1,131.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.1% |
| 7D | +1.0% | -0.4% | +1.3% | +1.1% |
| 30D | +1.9% | -0.8% | +2.7% | +2.2% |
| 3M | +3.2% | +5.8% | -2.5% | +0.5% |
| 6M | +10.2% | +8.0% | +2.2% | +6.1% |
| YTD | +18.9% | +25.6% | -6.7% | +7.2% |
| 1Y | +29.3% | +0.8% | +28.5% | +27.1% |
| 3Y | +76.8% | +86.1% | -9.3% | +31.8% |
| 5Y | +61.2% | +100.2% | -39.0% | +14.5% |
| 10Y | +163.3% | +494.2% | -330.9% | +8.8% |
| All | +173.7% | +1,304.8% | -1,131.2% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling