+567.3%
VRT vs FAST
+103.6%
+463.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | -21.4% | +2.1% | -23.4% | -22.7% |
| 30D | -25.8% | +6.9% | -32.7% | -29.6% |
| 3M | -33.5% | +4.8% | -38.4% | -36.1% |
| 6M | -49.0% | +19.8% | -68.8% | -56.0% |
| YTD | +12.9% | +34.9% | -21.9% | -12.5% |
| 1Y | 0.0% | +32.8% | -32.8% | -21.6% |
| 3Y | +361.8% | +93.7% | +268.1% | +131.3% |
| All | +567.3% | +103.6% | +463.7% | +195.4% |
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