+310.0%
VOO vs FAST
+606.6%
-296.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.6% | +1.1% |
| 7D | +0.1% | +3.8% | -3.8% | -1.4% |
| 30D | -3.3% | +8.1% | -11.4% | -6.4% |
| 3M | -2.4% | +5.8% | -8.2% | -4.8% |
| 6M | +2.6% | +24.9% | -22.3% | -6.9% |
| YTD | +11.3% | +38.9% | -27.6% | -4.2% |
| 1Y | +13.4% | +36.5% | -23.0% | -1.7% |
| 3Y | +80.3% | +98.1% | -17.9% | +29.4% |
| 5Y | +72.7% | +109.3% | -36.6% | +19.0% |
| 10Y | +310.0% | +547.9% | -237.9% | +90.7% |
| All | +310.0% | +606.6% | -296.6% | +90.7% |
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