+962.7%
VST vs FAST
+565.1%
+397.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.5% | -14.3% |
| 7D | -15.7% | +3.4% | -19.1% | -16.6% |
| 30D | -17.0% | +5.5% | -22.5% | -18.5% |
| 3M | -15.9% | +7.6% | -23.5% | -17.9% |
| 6M | -25.0% | +19.8% | -44.8% | -29.4% |
| YTD | -25.1% | +35.5% | -60.6% | -32.6% |
| 1Y | -34.9% | +31.6% | -66.5% | -40.8% |
| 3Y | +252.7% | +91.0% | +161.6% | +178.4% |
| 5Y | +582.3% | +105.1% | +477.2% | +416.3% |
| 10Y | +1,076.6% | +598.2% | +478.3% | +559.3% |
| All | +962.7% | +565.1% | +397.7% | +491.2% |
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 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