+223.5%
C vs FAST
+586.8%
-363.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.4% | +2.1% | -4.5% | -3.4% |
| 30D | -6.0% | +6.9% | -12.9% | -9.2% |
| 3M | -10.5% | +4.8% | -15.4% | -12.9% |
| 6M | -5.7% | +19.8% | -25.5% | -14.8% |
| YTD | +4.1% | +34.9% | -30.8% | -12.3% |
| 1Y | +20.5% | +32.8% | -12.3% | +2.3% |
| 3Y | +208.1% | +93.7% | +114.4% | +108.6% |
| 5Y | +110.4% | +105.3% | +5.1% | +34.2% |
| All | +223.5% | +586.8% | -363.3% | +10.5% |
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