+542.8%
VRT vs FAST
+102.7%
+440.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.6% | -13.4% | -13.6% |
| 7D | -28.1% | +0.7% | -28.8% | -28.6% |
| 30D | -30.2% | +4.6% | -34.8% | -32.7% |
| 3M | -36.4% | +6.4% | -42.8% | -39.5% |
| 6M | -48.2% | +20.6% | -68.7% | -55.5% |
| YTD | +9.2% | +34.7% | -25.5% | -15.3% |
| 1Y | -7.2% | +29.7% | -36.9% | -25.8% |
| 3Y | +338.7% | +89.9% | +248.8% | +124.5% |
| 5Y | +542.8% | +105.0% | +437.9% | +186.5% |
| All | +542.8% | +102.7% | +440.2% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling