+57.3%
VZ vs FAST
+91.5%
-34.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +5.6% | +0.7% | +5.0% | +5.5% |
| 30D | +1.9% | +4.6% | -2.8% | +1.2% |
| 3M | +0.8% | +6.4% | -5.6% | -0.2% |
| 6M | +0.6% | +20.6% | -20.0% | -2.3% |
| YTD | +20.8% | +34.7% | -13.9% | +14.8% |
| 1Y | +23.9% | +29.7% | -5.7% | +18.5% |
| All | +57.3% | +91.5% | -34.1% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling