+905.2%
VRT vs FAST
+100.5%
+804.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +3.8% |
| 7D | +9.1% | -0.4% | +9.5% | +9.4% |
| 30D | +0.9% | -0.8% | +1.7% | +1.4% |
| 3M | -13.4% | +5.8% | -19.1% | -17.2% |
| 6M | +11.7% | +8.0% | +3.7% | +4.3% |
| YTD | +73.2% | +25.6% | +47.6% | +42.2% |
| 1Y | +123.4% | +0.8% | +122.6% | +117.1% |
| 3Y | +606.2% | +86.1% | +520.1% | +264.7% |
| All | +905.2% | +100.5% | +804.7% | +366.4% |
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