+504.6%
CSX vs FAST
+492.5%
+12.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -3.1% | -0.8% | -2.3% | -2.8% |
| 3M | +7.2% | +5.8% | +1.4% | +3.7% |
| 6M | +16.2% | +8.0% | +8.2% | +10.7% |
| YTD | +37.5% | +25.6% | +11.9% | +20.6% |
| 1Y | +53.2% | +0.8% | +52.4% | +50.4% |
| 3Y | +68.2% | +86.1% | -17.9% | +15.3% |
| 5Y | +65.2% | +100.2% | -35.0% | +6.8% |
| All | +504.6% | +492.5% | +12.0% | +127.1% |
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 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