+102.9%
DAL vs FAST
+103.6%
-0.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +8.8% | +2.1% | +6.7% | +7.6% |
| 30D | +5.4% | +6.9% | -1.5% | +1.3% |
| 3M | -4.9% | +4.8% | -9.8% | -7.7% |
| 6M | +19.8% | +19.8% | +0.1% | +7.4% |
| YTD | +27.0% | +34.9% | -7.9% | +5.3% |
| 1Y | +52.5% | +32.8% | +19.7% | +27.6% |
| 3Y | +173.8% | +93.7% | +80.1% | +82.2% |
| All | +102.9% | +103.6% | -0.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling