+1,112.0%
VST vs FAST
+586.8%
+525.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.2% | +10.4% | +10.5% |
| 7D | -9.8% | +2.1% | -11.9% | -10.4% |
| 30D | -25.1% | +6.9% | -32.0% | -26.7% |
| 3M | -11.6% | +4.8% | -16.4% | -13.1% |
| 6M | -20.9% | +19.8% | -40.7% | -25.6% |
| YTD | -22.3% | +34.9% | -57.2% | -30.0% |
| 1Y | -32.0% | +32.8% | -64.8% | -38.4% |
| 3Y | +262.4% | +93.7% | +168.6% | +184.4% |
| 5Y | +563.4% | +105.3% | +458.1% | +401.0% |
| All | +1,112.0% | +586.8% | +525.2% | +637.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling