+25.2%
VZ vs FAST
+32.0%
-6.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +6.9% | +3.4% | +3.5% | +6.6% |
| 30D | +2.3% | +5.5% | -3.2% | +1.7% |
| 3M | 0.0% | +7.6% | -7.6% | -0.9% |
| 6M | +0.2% | +19.8% | -19.6% | -1.8% |
| YTD | +20.9% | +35.5% | -14.6% | +16.1% |
| 1Y | +25.2% | +31.6% | -6.4% | +20.9% |
| All | +25.2% | +32.0% | -6.8% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling