+118.1%
DAL vs FAST
+585.7%
-467.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.1% |
| 7D | +4.6% | +0.7% | +3.9% | +4.3% |
| 30D | +2.3% | +4.6% | -2.3% | -0.1% |
| 3M | -8.1% | +6.4% | -14.5% | -11.2% |
| 6M | +21.4% | +20.6% | +0.8% | +9.9% |
| YTD | +24.3% | +34.7% | -10.4% | +5.9% |
| 1Y | +47.4% | +29.7% | +17.7% | +28.0% |
| 3Y | +164.6% | +89.9% | +74.7% | +88.8% |
| 5Y | +100.2% | +105.0% | -4.7% | +35.7% |
| All | +118.1% | +585.7% | -467.5% | -5.2% |
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