+152.6%
VEA vs FAST
+1,408.5%
-1,255.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.2% | +2.1% | -4.3% | -3.0% |
| 30D | -3.4% | +6.9% | -10.2% | -6.0% |
| 3M | -5.6% | +4.8% | -10.5% | -7.6% |
| 6M | -3.4% | +19.8% | -23.2% | -10.8% |
| YTD | +9.7% | +34.9% | -25.2% | -4.0% |
| 1Y | +15.4% | +32.8% | -17.4% | +1.5% |
| 3Y | +68.5% | +93.7% | -25.2% | +23.9% |
| 5Y | +49.6% | +105.3% | -55.7% | +5.4% |
| 10Y | +154.3% | +595.4% | -441.0% | -1.8% |
| All | +152.6% | +1,408.5% | -1,255.9% | -42.1% |
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