+996.4%
VST vs FAST
+585.7%
+410.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.0% |
| 7D | -19.9% | +0.7% | -20.6% | -20.1% |
| 30D | -29.7% | +4.6% | -34.3% | -30.8% |
| 3M | -19.6% | +6.4% | -25.9% | -21.3% |
| 6M | -29.4% | +20.6% | -50.0% | -33.7% |
| YTD | -29.7% | +34.7% | -64.4% | -36.7% |
| 1Y | -40.0% | +29.7% | -69.7% | -45.3% |
| 3Y | +231.0% | +89.9% | +141.1% | +161.4% |
| 5Y | +500.1% | +105.0% | +395.1% | +353.4% |
| All | +996.4% | +585.7% | +410.7% | +567.2% |
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