+1,678.9%
VRT vs FAST
+371.3%
+1,307.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.6% | -13.4% | -13.7% |
| 7D | -28.1% | +0.7% | -28.8% | -28.4% |
| 30D | -30.2% | +4.6% | -34.8% | -31.9% |
| 3M | -36.4% | +6.4% | -42.8% | -38.5% |
| 6M | -48.2% | +20.6% | -68.7% | -53.0% |
| YTD | +9.2% | +34.7% | -25.5% | -7.0% |
| 1Y | -7.2% | +29.7% | -36.9% | -19.4% |
| 3Y | +338.7% | +89.9% | +248.8% | +206.6% |
| 5Y | +542.8% | +105.0% | +437.9% | +330.2% |
| All | +1,678.9% | +371.3% | +1,307.7% | +913.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling