+21.0%
VRT vs FAST
+38.4%
-17.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +18.6% | +5.0% | +13.6% | +16.5% |
| 30D | -11.7% | +8.6% | -20.2% | -14.4% |
| 3M | -27.3% | +6.9% | -34.2% | -29.3% |
| 6M | -42.9% | +29.6% | -72.5% | -48.2% |
| YTD | +29.5% | +41.4% | -11.9% | +15.3% |
| 1Y | +21.0% | +38.5% | -17.5% | +8.5% |
| All | +21.0% | +38.4% | -17.4% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling