+619.5%
VRT vs FAST
+86.1%
+533.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.0% |
| 7D | +9.1% | -0.4% | +9.5% | +9.3% |
| 30D | +0.9% | -0.8% | +1.7% | +1.3% |
| 3M | -13.4% | +5.8% | -19.1% | -15.8% |
| 6M | +11.7% | +8.0% | +3.7% | +7.1% |
| YTD | +73.2% | +25.6% | +47.6% | +53.4% |
| 1Y | +123.4% | +0.8% | +122.6% | +121.5% |
| All | +619.5% | +86.1% | +533.4% | +364.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling