+180.3%
DAL vs FAST
+92.6%
+87.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.2% |
| 7D | +11.1% | +3.4% | +7.6% | +9.0% |
| 30D | +7.7% | +5.5% | +2.2% | +4.3% |
| 3M | -3.5% | +7.6% | -11.1% | -7.9% |
| 6M | +31.3% | +19.8% | +11.5% | +17.2% |
| YTD | +30.0% | +35.5% | -5.5% | +6.5% |
| 1Y | +62.1% | +31.6% | +30.5% | +35.3% |
| All | +180.3% | +92.6% | +87.7% | +82.1% |
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