+1,216.9%
VST vs FAST
+516.8%
+700.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.8% | +3.3% |
| 7D | +8.9% | -0.4% | +9.3% | +9.0% |
| 30D | +6.2% | -0.8% | +7.0% | +6.4% |
| 3M | -2.7% | +5.8% | -8.5% | -4.7% |
| 6M | -8.4% | +8.0% | -16.3% | -11.1% |
| YTD | -7.2% | +25.6% | -32.8% | -14.4% |
| 1Y | -20.9% | +0.8% | -21.7% | -22.1% |
| 3Y | +384.0% | +86.1% | +297.9% | +284.3% |
| 5Y | +757.1% | +100.2% | +656.9% | +552.8% |
| All | +1,216.9% | +516.8% | +700.0% | +650.8% |
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