-25.0%
VST vs FAST
+20.5%
-45.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.5% | -13.1% |
| 7D | -15.7% | +3.4% | -19.1% | -14.4% |
| 30D | -17.0% | +5.5% | -22.5% | -15.0% |
| 3M | -15.9% | +7.6% | -23.5% | -13.2% |
| 6M | -25.0% | +19.8% | -44.8% | -21.5% |
| All | -25.0% | +20.5% | -45.5% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling