+1,740.6%
VRT vs FAST
+372.1%
+1,368.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -21.4% | +2.1% | -23.4% | -22.2% |
| 30D | -25.8% | +6.9% | -32.7% | -28.4% |
| 3M | -33.5% | +4.8% | -38.4% | -35.2% |
| 6M | -49.0% | +19.8% | -68.8% | -53.7% |
| YTD | +12.9% | +34.9% | -21.9% | -3.8% |
| 1Y | 0.0% | +32.8% | -32.8% | -14.2% |
| 3Y | +361.8% | +93.7% | +268.1% | +219.6% |
| 5Y | +565.1% | +105.3% | +459.8% | +344.7% |
| All | +1,740.6% | +372.1% | +1,368.6% | +948.2% |
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