+60.5%
VZ vs FAST
+492.5%
-432.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | +0.1% | -0.4% | +0.4% | +0.1% |
| 30D | +7.9% | -0.8% | +8.7% | +8.0% |
| 3M | +13.6% | +5.8% | +7.9% | +12.2% |
| 6M | +1.1% | +8.0% | -6.9% | -0.8% |
| YTD | +29.3% | +25.6% | +3.7% | +22.9% |
| 1Y | +21.2% | +0.8% | +20.4% | +20.3% |
| 3Y | +75.9% | +86.1% | -10.2% | +52.4% |
| 5Y | +24.1% | +100.2% | -76.1% | +4.6% |
| All | +60.5% | +492.5% | -432.1% | +10.7% |
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