+105.8%
DAL vs FAST
+100.5%
+5.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -13.9% | -0.8% | -13.1% | -13.7% |
| 3M | +1.1% | +5.8% | -4.7% | -2.4% |
| 6M | +26.2% | +8.0% | +18.3% | +19.9% |
| YTD | +16.4% | +25.6% | -9.2% | +1.0% |
| 1Y | +33.9% | +0.8% | +33.0% | +31.5% |
| 3Y | +93.4% | +86.1% | +7.3% | +33.0% |
| All | +105.8% | +100.5% | +5.3% | +32.0% |
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