+2,723.0%
VRT vs FAST
+339.6%
+2,383.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.0% |
| 7D | +9.1% | -0.4% | +9.5% | +9.3% |
| 30D | +0.9% | -0.8% | +1.7% | +1.3% |
| 3M | -13.4% | +5.8% | -19.1% | -15.9% |
| 6M | +11.7% | +8.0% | +3.7% | +7.0% |
| YTD | +73.2% | +25.6% | +47.6% | +53.1% |
| 1Y | +123.4% | +0.8% | +122.6% | +119.2% |
| 3Y | +606.2% | +86.1% | +520.1% | +399.2% |
| 5Y | +899.9% | +100.2% | +799.7% | +585.6% |
| All | +2,723.0% | +339.6% | +2,383.4% | +1,568.9% |
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