+22.4%
VZ vs FAST
+30.1%
-7.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +2.1% | +2.1% | +0.1% | +1.9% |
| 30D | +1.4% | +6.9% | -5.5% | +0.7% |
| 3M | -1.3% | +4.8% | -6.1% | -1.8% |
| 6M | -0.5% | +19.8% | -20.3% | -2.6% |
| YTD | +19.6% | +34.9% | -15.3% | +14.7% |
| 1Y | +22.4% | +32.8% | -10.4% | +17.4% |
| All | +22.4% | +30.1% | -7.7% | +17.4% |
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