+647.0%
VRT vs FAST
+110.9%
+536.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.6% | +7.4% |
| 7D | -10.6% | +3.8% | -14.4% | -13.1% |
| 30D | -17.4% | +8.1% | -25.5% | -22.2% |
| 3M | -26.4% | +5.8% | -32.2% | -29.6% |
| 6M | -41.0% | +24.9% | -65.9% | -50.6% |
| YTD | +23.8% | +38.9% | -15.1% | -6.0% |
| 1Y | +11.6% | +36.5% | -24.9% | -14.2% |
| 3Y | +403.5% | +98.1% | +305.4% | +148.7% |
| 5Y | +647.0% | +109.3% | +537.7% | +227.6% |
| All | +647.0% | +110.9% | +536.2% | +227.6% |
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