+220.1%
C vs FAST
+606.6%
-386.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +0.9% |
| 7D | -0.9% | +3.8% | -4.8% | -2.8% |
| 30D | -5.4% | +8.1% | -13.5% | -9.2% |
| 3M | -9.2% | +5.8% | -15.0% | -12.0% |
| 6M | -1.8% | +24.9% | -26.7% | -13.2% |
| YTD | +6.7% | +38.9% | -32.2% | -11.5% |
| 1Y | +23.5% | +36.5% | -13.0% | +3.4% |
| 3Y | +219.8% | +98.1% | +121.6% | +113.9% |
| 5Y | +112.4% | +109.3% | +3.1% | +34.2% |
| 10Y | +220.1% | +547.9% | -327.8% | +8.9% |
| All | +220.1% | +606.6% | -386.5% | +8.9% |
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 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